Returns results/alpha analysis
See more projectsIntensity
4hr/week
Est. Duration
4days
Location
Remote
Project Overview
1 to 8 years professional experience
Finance & Accounting - Corporate Finance
Calculate simple hedge fund type returns from an alpha capture data base (not given a notional amount) ). I would like to back into this by determining my daily initial margin assuming 5% margin G10, 10% for EM and 5% for Listed Futures. Monthly Performance, Cumulative Performance, Daily & Weekly Distribution of Returns. % of Months Up.
I also thought rather than use notional totals, I could use scaling 1 to 3 and %return.
I also thought rather than use notional totals, I could use scaling 1 to 3 and %return.
Preferred Skills and Certifications
Functional
Corporate Finance
About The Client
11 years
Time On Graphite