Cryptocurrency Data Analysis (CVaR and ES calculation)
180 USD 
It is necessary to do the following analysis from the historical data of cryptocurrencies (for 2020-2023)
Analysis of Historical Returns: Calculate historical daily returns for each cryptocurrency from the available data.Build the distribution of these returns for a visual review.Identify the average value, dispersion and standard deviation of these returns.Risk-to-Risk Assessment (VaR) and Expected Loss (ES): Apply the variation method, historical simulation and Monte Carlo method to calculate VaR and ES for each cryptocurrency.These calculations should be carried out at different levels of reliability (0,10, 0,05, 0,025, 0,01).Compare the results of VaR and ES with each method to better understand the risks associated with each cryptocurrency.Portfolio Optimization: Use the Markovica model to create different portfolios consisting of Bitcoin, Ethereum and Tether with different weights.This should be done for different portfolio return levels (from 0.05 to 0.35).Calculate the corresponding portfolio risk on each return level.Correlation and Diversification Analysis: Calculate the matrix of the correlation between cryptocurrencies.Do a diversification analysis by calculating the dispersion and standard portfolio deviation at different return levels.Visualization: Build an effective boundary for portfolios with different returns and risks.Visualize the weight of each cryptocurrency in your wallet at each return level.Illustrate the dynamics of the value of cryptocurrencies with the monthly time difference for the chosen portfolios.Portfolio Growth Analysis: Calculate the expected daily return and overall risk for the portfolios that are being considered.Analyze how different combinations of three cryptocurrencies weights can affect the expected portfolio return and risk.Preparation of the World:
Document all processes, calculations and interpretations in the comprehensive report, fully corresponding diagrams, tables and graphs.Some type of description and conclusion, about 8-10 pages
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2 days180 USD
2248 63 2 2 2 days180 USD
Good day
written a diploma on a similar topic
Google Drive
Ready to take it if it is available for the 30th hour.
The result is a jupyter notebook converted into pdf. I can’t get latex.
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