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calculate daily stock return, which is defined as p r i c e d a y 1 p r i c e d a y
calculate daily stock return, which is defined as p r i c e d a y 1 p r i c e d a y 0 p r i c e d a y 0 . Here, day1 is the currentm trading day and day0 is the previous trading day. For each stock, what is the frequency of the following events: daily stock return >= 0.05 daily stock return >= 0.10 daily stock return >= 0.15 Prepare the result as a dataFrame. In this question, you need to consider the data in all available time. You may want to use the pct_change method in python.
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To calculate the daily stock return and the frequency of specific events we can use the pctchan...
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