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This does not require any programming or testing at all.
I just need someone with stock testing/strategy implementation experience to help me formulate a strategy that allows me to test stocks recommended by certain analysts. The purpose of this strategy is to test the performance and impact of these recommendations given the liquidity shock the recommendations provide.
A Majority of the stocks will be small cap or penny stocks.
I need help with the following:
Recommendations for tracking performance of multiple recommendations (30,60,90,120 days)?
Determining the impact these recommendations have vs historical volume (capacity)?
Optimal way to determine entry and exit points?
Determining Sharpe RatioInformation Ration of this strategy? Optimal testing period?
Calculating Excess Returns
Incorporating cost into strategy
Sources for survivorship bias free data
Determining testing benchmarks for penny stocks
Recommendations on existing tools/software that I...
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