I am looking for a freelancer who can run backtesting on the High Yield Muni Bond Index to at least 1970. Freelancer must have access to their own data for this.
Timing strategies to be tested:
Momentum: against t-bills 3, 6, 10, 12m total return
SMA: In/out determined by price vs sma3 - 6- 10 -12
COmbine strategies with leverage.
Backtests must include data and visuals.
Hi, I'm a quant at an investment bank trading desk. I'm also a teacher assistant at a master's degree course of pricing and managing fixed-income securities. I'll Check if I can get data from Bloomberg if I can I'll be able to deliver the back test
I am an ACCA Qualified with good knowledge and practical experience of financial calculations and valuations. prior t this I have done many projects on bonds calculations. I hope you will consider my bid and give me opportunity to help you with my skills.
I will need the Muni bond data (not sure if you have this), the rest is very straightforward. I have 10 years experience as a quant in the hedge fund/banking industry.