For the same set of stocks/assets that you have taken in the first assignment,

Prepare a two page report (any excess page will result in a penalty of 1 mark per page) on any pending analysis designated for the EL2. Take any 5 external variables (Better take generic variables like gold, Crude oil, S & P 500 index etc. and do not take any other stocks). Using the five variables as the predictors for your 5 assets, create multivariate ARIMA models like the VAR models by testing them for Granger Casualty.

For the same set of stocks, create different trading strategies using different indicators (at least 2 of them should be outside the list that we discussed in the class and not present in the code). Each indicator should have at least 5 different values for each parameter. Identify the best strategy, parameters for that strategy and the back testing profit associated with that strategy against the buy and hold strategy.

Note: R or Python code is purely for your internal consumption purpose and it should not be reported in your report. I am expecting only the interpretation in the report.