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In-class assignment for Programming in Finance Part 1 Libraries needed: quantmod, Performance Analytics, fBasics. Use close prices in all calculations. 1. Calculate simple and log-returns
In-class assignment for Programming in Finance Part 1 Libraries needed: quantmod, Performance Analytics, fBasics. Use close prices in all calculations. 1. Calculate simple and log-returns on stock close prices. Fill in the sentences below (put a number or ticker). Round the results to 1 bp (base point = 0.01 pp) if necessary: a. The most number of positive returns ("bull weeks") among stocks is observed for (ticker) and the number of "bull weeks" is (an integer number). (2) b. Average simple return in weekly terms on AAL for the sample period is ......... %. (2) The biggest total market risk is observed for ......... (ticker). Standard deviation of logarithmic returns is ......... pp weekly, which in annual terms (50 weeks) is ........ pp. (round results to 1 bp) (3) d. Weekly log-returns on stocks ......... (ticker) and ......... (ticker) are the most leptokurtic. (2) Upload the Word/pdf file with all the lines of codes you used for these calculations. (5) C. In-class assignment for Programming in Finance Part 1 Libraries needed: quantmod, Performance Analytics, fBasics. Use close prices in all calculations. 1. Calculate simple and log-returns on stock close prices. Fill in the sentences below (put a number or ticker). Round the results to 1 bp (base point = 0.01 pp) if necessary: a. The most number of positive returns ("bull weeks") among stocks is observed for (ticker) and the number of "bull weeks" is (an integer number). (2) b. Average simple return in weekly terms on AAL for the sample period is ......... %. (2) The biggest total market risk is observed for ......... (ticker). Standard deviation of logarithmic returns is ......... pp weekly, which in annual terms (50 weeks) is ........ pp. (round results to 1 bp) (3) d. Weekly log-returns on stocks ......... (ticker) and ......... (ticker) are the most leptokurtic. (2) Upload the Word/pdf file with all the lines of codes you used for these calculations. (5) C
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