Test different short term investment strategies on portfolio

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Final Coursework Assignment -

Test four different short term investment strategies on a portfolio of at least 10 securities using quantstrat. The coursework should encompass the selection and rationale behind each strategy and should include a backtest of the strategy optimized over a previous period of 2 years and then tested against a forthcoming period of two years.

The coursework is expected to be referenced against authoritative and/or academic papers.  However, in the analysis of the results (both for the backtest and the actual implementation stage), your own reflections upon what went well and what did not go well (and why) should be stated. 

Word limit:  2,500 excluding tables, references and appendices

The appendix should contain the list of shares included in the portfolio being tested and the summarized results of both the back test and the implementation stage.

Attachment:- Assignment Files.rar

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the individual assignment on formulation of four different strategic plans of 10 securities using a specified coding formats all such four strategy are bases on short run return with or without risk , the developed strategy is required to be used in specified programming which helps formulating a sound short term portfolio strategy

Reference no: EM131538270

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Reviews

inf1538270

8/23/2017 5:24:16 AM

Truly sharp individuals needed to inspire them to roll out a few improvements to get the task adjust which they did. Satisfied with the administration despite the fact that you do need to get in touch with them in the event that they have not taken every necessary step accurately. Decent to manage at last. very happy with you.

inf1538270

7/17/2017 5:10:12 AM

Test four different short term investment strategies on a portfolio of at least 10 securities using quantstrat. The coursework should encompass the selection and rationale behind each strategy and should include a back test of the strategy optimized over a previous period of 2 years and then tested against a forthcoming period of two years. 2 years period and back test for 2 years like form 2012 to 2014 and from 2014 to 2016 by using portfolio of 10 assets and that should be doing by using r studio i sent you a file of 2 strategies and how to implement but you did not used please can you implement those 2 strategies that i have attached ( you have just to do copy past on RStudio and put the date that i have mentioned above } and do as you did for the 1 strategy that you have done ( portfolio of 10 securities and not only one security and please put graphs.

inf1538270

7/17/2017 5:10:03 AM

I have attached some files thats should be helpful for my assignment and for the 4 strategies please make 4 different strategies and not only put one strategy and change the numbers. https://mail.google.com/mail/u/0/?ui=2&ik=69db9cdcd6&view=att&th=15ccb26970fee93a&attid=0.1&disp=safe&realattid=f_j474dhph0&zw https://mail.google.com/mail/u/0/?ui=2&ik=69db9cdcd6&view=att&th=15ccb26970fee93a&attid=0.2&disp=inline&realattid=f_j474dhsc1&safe=1&zw https://mail.google.com/mail/u/0/?ui=2&ik=69db9cdcd6&view=att&th=15ccb26970fee93a&attid=0.3&disp=inline&realattid=f_j474dhsj2&safe=1&zw

len1538270

6/21/2017 12:35:23 AM

The report should include an executive summary at the start. A table of contents should not be included. Absolute word limit is 2,500 not including tables or appendices (if any). Proper referencing is of course necessary. Harvard style referencing should be used. The appendix should contain the list of shares included in the portfolio being tested and the summarized results of both the back test and the implementation stage.

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