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Download daily prices for any two stocks, and the corresponding market index from ( YahooFinance ) . Data set has to include at least 2
Download daily prices for any two stocks, and the corresponding market index from YahooFinance Data set has
to include at least observation, but there is no upper limit for the observation period. Calculate the simple
returns for each stock, and provide the descriptive statistics the mean, variance, standard deviation, skewness, and
kurtosis for each asset. Then, interpret the trend in their returns and comment on the descriptive statistics for
each stock using from an investment perspective.
Problem A
Plot the original returns and their respective moving averages day window for each asset. Comment on the
difference between these two time series for each assets, and also between the two assets. Finally, comment on a
possible optimal trading strategy for each asset, having in mind the evolution of their moving averages.Solve question A
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