Descrição do projeto
Friends, I need a programmer to write a program. A relatively small program is required. Python 3 and Tkinter for Windows.
Next is a brief summary of the technical task.
You need to develop a program in Python 3.
The program is a tool for optimizing the investment portfolio using Value-at-Risk based on historical modeling. Value at Risk is a monetary estimate of an amount that will not exceed the expected loss during a given time period with a given probability.
Technical specification is written. You need to create code on the python by implementing what is described in the TK. The full version of the TK will be provided to the selected contractor.
The contractor must have the knowledge and skills:
+ Programming in Python 3
+ Web technologies, Tkinter library, Model-View-Controller template
+ Good knowledge of higher mathematics, statistics, etc.
+ Know what is modeling by the Monte Carlo method
More complex and functional versions than what needs to be done.
The proposed software tool will offer a solution that uses historical modeling to calculate Value-at-Risk for portfolio components and Monte Carlo’s multi-step method to find the global optimal of the utility function.
This tool will automatically extract previously collected (historical) market data from Yahoo’s financial services, perform calculations, and display input and output charts in a graphical user interface. It is a software tool for optimizing asset allocation for a portfolio of investments with multiple assets, using Value-at-Risk as a utility function that is calculated using the historical modeling method.
As an optimization solution for finding the global optimum of the utility function, it is proposed to use the multi-stage Monte Carlo method.
Yahoo Finance is a source of market data.
The tool will have the following functions and capabilities:
Creation and modification of an investment portfolio.
Upload the portfolio from the file, save the portfolio to the file.
Get current and historical market data for portfolio instruments from Yahoo Finance.
Display a price chart for each portfolio instrument.
Calculate and display the current and historical value of the investment portfolio.
Calculate and display the expected returns for each portfolio instrument and portfolio as a whole.
Perform portfolio optimization using Value-at-Risk: find and display the best N distributions for a given
Trust level.
+ Parameterized optimization of Monte Carlo, including maximum working time, interval and detail, number
Maximum working time, spacing and resolution, number of stages and number of trials.
Support for all stocks and currencies available in Yahoo Finance.
+ The base currency is USD.
+ The interface language is only English.
+ OS support - Windows XP - 10
The following technologies should be used to implement the solution:
Python 3 will be used as a platform and programming language.
The graphical user interface will be developed using the Tkinter library. You'll need it.
Develop a dedicated library on top of Tkinter to display diagrams.
The Unittest Framework will be used for automated testing.
The interaction with Yahoo Finance will be carried out through an HTTP-based API. The queries will be written in YQL (Yahoo Query Language), and the answers will be submitted in XML or JSON.
A significant part of the required code can be obtained from the submitted projects. But after that, it is necessary to rewrite the code qualitatively in order to achieve its uniqueness. Almost all the code is Finn-related. Analysis and work with Yahoo Finance can be found at these links. If you have any questions, maybe I can help. I have financial and economic education and programming experience. But I don't program on a python at all. I would have done it myself.
Write it down:
1. Approximate time for the work.
2. Cost.
3. Your experience with Python.
4. Your experience using Tkinter liba.
5. A link to a portifolio of works performed in Python.
Next is a brief summary of the technical task.
You need to develop a program in Python 3.
The program is a tool for optimizing the investment portfolio using Value-at-Risk based on historical modeling. Value at Risk is a monetary estimate of an amount that will not exceed the expected loss during a given time period with a given probability.
Technical specification is written. You need to create code on the python by implementing what is described in the TK. The full version of the TK will be provided to the selected contractor.
The contractor must have the knowledge and skills:
+ Programming in Python 3
+ Web technologies, Tkinter library, Model-View-Controller template
+ Good knowledge of higher mathematics, statistics, etc.
+ Know what is modeling by the Monte Carlo method
More complex and functional versions than what needs to be done.
The proposed software tool will offer a solution that uses historical modeling to calculate Value-at-Risk for portfolio components and Monte Carlo’s multi-step method to find the global optimal of the utility function.
This tool will automatically extract previously collected (historical) market data from Yahoo’s financial services, perform calculations, and display input and output charts in a graphical user interface. It is a software tool for optimizing asset allocation for a portfolio of investments with multiple assets, using Value-at-Risk as a utility function that is calculated using the historical modeling method.
As an optimization solution for finding the global optimum of the utility function, it is proposed to use the multi-stage Monte Carlo method.
Yahoo Finance is a source of market data.
The tool will have the following functions and capabilities:
Creation and modification of an investment portfolio.
Upload the portfolio from the file, save the portfolio to the file.
Get current and historical market data for portfolio instruments from Yahoo Finance.
Display a price chart for each portfolio instrument.
Calculate and display the current and historical value of the investment portfolio.
Calculate and display the expected returns for each portfolio instrument and portfolio as a whole.
Perform portfolio optimization using Value-at-Risk: find and display the best N distributions for a given
Trust level.
+ Parameterized optimization of Monte Carlo, including maximum working time, interval and detail, number
Maximum working time, spacing and resolution, number of stages and number of trials.
Support for all stocks and currencies available in Yahoo Finance.
+ The base currency is USD.
+ The interface language is only English.
+ OS support - Windows XP - 10
The following technologies should be used to implement the solution:
Python 3 will be used as a platform and programming language.
The graphical user interface will be developed using the Tkinter library. You'll need it.
Develop a dedicated library on top of Tkinter to display diagrams.
The Unittest Framework will be used for automated testing.
The interaction with Yahoo Finance will be carried out through an HTTP-based API. The queries will be written in YQL (Yahoo Query Language), and the answers will be submitted in XML or JSON.
A significant part of the required code can be obtained from the submitted projects. But after that, it is necessary to rewrite the code qualitatively in order to achieve its uniqueness. Almost all the code is Finn-related. Analysis and work with Yahoo Finance can be found at these links. If you have any questions, maybe I can help. I have financial and economic education and programming experience. But I don't program on a python at all. I would have done it myself.
Write it down:
1. Approximate time for the work.
2. Cost.
3. Your experience with Python.
4. Your experience using Tkinter liba.
5. A link to a portifolio of works performed in Python.
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