Realized Covariance Matrix Calculation

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I need help computing the realized covariance matrix based on daily returns of exchange rates following the same methodology as in a paper (Pricing currency risks, Journal of Finance). I already have a code which does the computation but somehow I don't get the same values (but I get the same shape) [see details in the attached .ipynb file]. I provide all the data needed. Just need someone to go over my code and try to get the correct Covariance Matrices.

Ideal Skills:

- Proficient in statistical analysis

- Experienced with time series data

- Familiar with finance and economics

- Python

Python Estatísticas Análise estatística

ID do Projeto: #39030385

Sobre o projeto

46 propostas Projeto remoto Ativo em semana passada

46 freelancers estão ofertando em média £113 nesse trabalho

schoudhary1553

Top 1% in Freelancer.com Hi, Greetings! ✅checked your project details: ✅Completed Time: In project deadline We have worked on 900 + Projects. I have 6 + years of the experience in same kind of projects. If you are look Mais

£180 GBP in 3 dias
(162 Comentários)
7.4
bimzaman000

Hey! I have gone through your description. I have done MS in statistics. I have experties on statistical analysis and data visualization. I have strong command on Python and R programming language. I have previous expe Mais

£20 GBP em 1 dia
(139 Comentários)
6.2
monicawriter99

Hellothere, I will help with the project on Realized Covariance Matrix Calculation. I have read the instructions carefully and I clearly understand what is required of the project. I have handled several assignments in Mais

£80 GBP in 2 dias
(99 Comentários)
6.1
AmazingEngr76386

With my extensive experience in data analysis and deep understanding of statistical methods, I am certain I can assist you in resolving the covariance matrix conundrum. My proficiency in Python and solid background in Mais

£135 GBP in 7 dias
(20 Comentários)
6.3
kazemmojtama

Hello, good time Hope you are doing well I'm expert in MATLAB/Simulink, Python, HTML5, CSS3, Java, JavaScript and C/C#/C++ programming and by strong mathematical and statistical background, have good flexibility for s Mais

£250 GBP in 7 dias
(7 Comentários)
5.6
KolmanOuassou

Hi, I'm a data analyst, statistician, and economist with over six years of experience. I understand the requirements of your project and have the skills to deliver high-quality results. To better tailor my approach, Mais

£90 GBP in 3 dias
(26 Comentários)
5.6
GdevDataSceince

Hi there, I am a data scientist and a professional responsible for extracting actionable insights and knowledge from large volumes of data. As an experienced Data Scientist in machine learning, I am highly proficient i Mais

£135 GBP in 7 dias
(28 Comentários)
5.5
elhadfi

Hey there, I am a data analyst with extensive experience in Python, statistical analysis, and financial time series data. I’m familiar with methodologies used in finance research, including covariance matrix computatio Mais

£130 GBP in 2 dias
(20 Comentários)
5.3
gm341473

With your project requirements and my expertise in Python, Machine Learning, and Deep Learning, you can trust that I will give your project the attention to detail it needs. As someone who understands the pain of code Mais

£135 GBP in 2 dias
(25 Comentários)
5.3
kaliansh

You seem like not have normalised your dataset before plotting which is the reason behind this difference in y-axis despite having similar pattern after making plots. You have the code correct no doubt just make one ch Mais

£135 GBP in 2 dias
(19 Comentários)
5.4
daniyal3214

As an adept statistician, I have a strong grasp of statistical analysis and a robust understanding of time series data - two key skills required for your project. Additionally, I am knowledgeable in financial analysis, Mais

£20 GBP em 1 dia
(28 Comentários)
5.4
hayteekeys

Hello, I am , an Azure AI Engineer certified, and a highly skilled and experienced AI, machine learning, and deep learning professional with a strong background in data analysis and modeling. I have a proven track reco Mais

£100 GBP in 2 dias
(31 Comentários)
5.7
wairimubredah20

Hello, I'm thrilled to propose my expertise to help with your Realized Covariance Matrix Calculation project. I have a solid background in statistical analysis and Python, making me well-equipped to tackle the discre Mais

£162 GBP em 1 dia
(9 Comentários)
4.7
SourceOasisBPO

⚠️ IF YOU'RE NOT HAPPY YOU DON’T PAY ⚠️ I think we are the perfect fit for your project. I understand the importance of accurately computing the realized covariance matrix for exchange rates following the methodology Mais

£200 GBP in 5 dias
(10 Comentários)
4.7
Yuriisay

Hi there, I’ve carefully read your project description - Realized Covariance Matrix Calculation and really interested in this job. I’m a skilled software developer for 8+ years experience and can offering best quality Mais

£150 GBP em 1 dia
(7 Comentários)
4.7
JustinJcob

Hi Thank you for the opportunity to bid on your project. An Experienced Data Analyst proficient in statistical analysis and experienced with time series data, I am ready to review and adjust the code provided to comp Mais

£135 GBP in 7 dias
(7 Comentários)
4.6
Muhammadzeesha59

Certainly, I'm the perfect fit for your project! With over 6 years in development and familiarity in Python, my statistical analysis and time series skills bring an added advantage. I understand just how critical it is Mais

£135 GBP in 2 dias
(23 Comentários)
5.1
Galata16

Bonjour, I'm available to assist you with your pricing currency risks data using Python. Please feel free to reach out if you'd like to discuss further. PS: Je parle très bien français

£100 GBP in 3 dias
(26 Comentários)
4.6
usmanbashir12100

Hi, Basic to Advanced level Statistical solutions with data pre-processing, analysis, visualization and interpretation. The package components: Descriptive analysis: Measure of central tendency (mean, median, mode Mais

£220 GBP in 7 dias
(5 Comentários)
4.1
wilfrednjorog

Hello, I see you're looking to compute the realized covariance matrix based on daily returns of exchange rates, and I can help you with that! I have substantial experience with statistical analysis and time series dat Mais

£150 GBP em 1 dia
(4 Comentários)
4.0