Asking for ideas on a project

Discussion in 'Trading' started by solapsap, Oct 18, 2009.

  1. solapsap


    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 portfolio’s allocation to US equities in an Excel spreadsheet.

    § Pick three economic/market/technical indicators to use to trigger an increases or decreases in a portfolio’s 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 model’s output