Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Parts 5-7 please! 2. Research stock company of your choice a. Determine mean price and standard deviation over last 30 days b. Use regression of
Parts 5-7 please!
2. Research stock company of your choice a. Determine mean price and standard deviation over last 30 days b. Use regression of data or randn to predict stock prices over the next year 3. Develop Stock Trading Algorithm to determine when to buy, when to sell, how many shares to buy/sell on each day 4. Each time you buy or sell stocks is subject to a 3% commission fee or $40 fee, whichever is higher 5. Model algorithm over a 1-year period (259 trading days) 6. Determine the expected average profit, ntinimum profit, maximum profit, and standard deviation for that 250 day period 7. Re-run your algorithm for the 250 days at least 10 times. Calculate the average profit for the 10 realizations (the average of each of the 250-day average profits), the standard deviation of the 10 realizations, the maximum profit, and the minimum profit. 2. Research stock company of your choice a. Determine mean price and standard deviation over last 30 days b. Use regression of data or randn to predict stock prices over the next year 3. Develop Stock Trading Algorithm to determine when to buy, when to sell, how many shares to buy/sell on each day 4. Each time you buy or sell stocks is subject to a 3% commission fee or $40 fee, whichever is higher 5. Model algorithm over a 1-year period (259 trading days) 6. Determine the expected average profit, ntinimum profit, maximum profit, and standard deviation for that 250 day period 7. Re-run your algorithm for the 250 days at least 10 times. Calculate the average profit for the 10 realizations (the average of each of the 250-day average profits), the standard deviation of the 10 realizations, the maximum profit, and the minimum profit Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started