Hi all,
I am working on a project, and have never done anything like this before, so if you guys could give me some ideas/advices on how to get it started and what's the question really asking for, i would really appreciate it, thanks
Here is the question:
Goal: Build a quantitative model for a Tactical Global Macro portfolioâs allocation to US equities in an Excel spreadsheet.
§ Pick three economic/market/technical indicators to use to trigger an increases or decreases in a portfolioâs allocation to US stocks
§ Use the historical data of each indicator and the historical price of the S&P 500 index to analyze each relationship
§ Build a model that would take the current reading these three indicators and output a recommended allocation to US stocks
§ Be prepared to show your analysis and how you determined the modelâs output
I am working on a project, and have never done anything like this before, so if you guys could give me some ideas/advices on how to get it started and what's the question really asking for, i would really appreciate it, thanks
Here is the question:
Goal: Build a quantitative model for a Tactical Global Macro portfolioâs allocation to US equities in an Excel spreadsheet.
§ Pick three economic/market/technical indicators to use to trigger an increases or decreases in a portfolioâs allocation to US stocks
§ Use the historical data of each indicator and the historical price of the S&P 500 index to analyze each relationship
§ Build a model that would take the current reading these three indicators and output a recommended allocation to US stocks
§ Be prepared to show your analysis and how you determined the modelâs output