Working of the application 1) Take the following inputs from the user
Note that you do not need to take the inputs in a conventional text box method(use your creativity). TIP: I would prefer sliders for rebalance frequency and wheel (like pie chart) for weights. (http://www.eurexchange.com/vstoxx/app1/) 2) Compute the performance statistics corresponding to the simulation. This is a good link to read about portfolio rebalancing http://www.investopedia.com/articles/pf/05/051105.asp 3) Allow the user to adjust the portfolio parameters (products/sectors,weight of each product/sector in the portfolio,rebalance frequency, simulation dates[start date and end date]) and show new results within a short response time. Data You are provided with the closing price data for 3 products in each of the 5 sectors(IT,Power,Banking,FMCG,Automobile).All the products may not have data for a particular day(due to various reasons) but for most days all products will have data.A common workaround is to use the last day closing price for missing data Performance Statistics for Portfolio The important statistics that need to be displayed are:
Apart from this if you feel that any other statistics(like pnl stdev, pnl sharpe ratio) are relevant, please feel free to use them as well. Advice for design Please design the application keeping in mind how a user would like the application to work without compromising the performance Assumptions
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