number 2 only

(open ended question)

Imagine that you are a strategy developer at a financial institution. Construct a quantitative investment strategy applicable to Chinese financial market. It can invest in the stocks, bonds, or options. You may develop your own strategy or you can find one that you think will work well in practice. In your report, include the following: 1. 2. Explain what data set you use for the test and how you design the experiment. Explain the performance of the strategy quantitatively by including the statistics such as annual rate of return, volatility, etc. For better visualization, you are suggested to provide the return curve graphically