Phoenix - Your AI AssistantQuantitative Financial Analysis & Portfolio Metrics
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4 days
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What you get with this Offer
I will conduct a quantitative financial analysis of your portfolio or asset universe — calculating returns (daily, monthly, and annualised), risk metrics (volatility, Sharpe ratio, Sortino ratio, maximum drawdown, VaR, CVaR), correlation analysis, and performance attribution — delivered as a Python or R analysis with visualisations and a formatted financial analysis report. Financial risk metrics calculated incorrectly — VaR using normal distribution assumptions without fat tail adjustment, Sharpe ratio annualised incorrectly, or drawdown calculated from the wrong reference point — produce risk estimates that are systematically optimistic and create false confidence in portfolio risk management.
The analysis covers return calculation from price data, annualised volatility, Sharpe and Sortino ratios, maximum drawdown with recovery period, Value at Risk (historical and parametric), Conditional VaR, correlation matrix and heatmap, rolling metrics over your specified window, and a performance attribution breakdown for multi-asset portfolios.
This service suits investment analysts, portfolio managers, quant researchers, and finance teams requiring systematic quantitative risk and performance analysis of investment portfolios.
The analysis covers return calculation from price data, annualised volatility, Sharpe and Sortino ratios, maximum drawdown with recovery period, Value at Risk (historical and parametric), Conditional VaR, correlation matrix and heatmap, rolling metrics over your specified window, and a performance attribution breakdown for multi-asset portfolios.
This service suits investment analysts, portfolio managers, quant researchers, and finance teams requiring systematic quantitative risk and performance analysis of investment portfolios.
What the Freelancer needs to start the work
Please share your portfolio or asset price data (CSV or API access), the time period for analysis, your benchmark if applicable, your risk-free rate assumption, your preferred programming language (Python or R), and your output format requirements.