Answered step by step
Verified Expert Solution
Question
1 Approved Answer
The Excel file named 4 1 NDEX - 1 MIN - 0 5 0 1 2 0 0 7 - 0 2 2 7 2
The Excel file named NDEXMIN posted in Canvas has minutebased daily prices of the four Index Exchange Traded Funds ETFs DIA Dow Jones Industrial Average IWM Russell QQQ NASDAQ and SPY S&P between May and February Note that a trading day starts at :AM and ends at :PM and there are trading minutes in a day. From our perspective, the sampling interval of the date in a given day is Tlmin We may also look at the daily data as a vector
of dimension NP covering samples from :AM to :PM in one minute
sampling resolution. Hence, you may consider each column of data for each ticker symbol, eg DIA as a rectangular matrix where each day is a column vector of dimension NP and the number of days in data corresponds to the K rows of that rectangular data matrix.
A Let's focus on each ETF each data column independently and create its daily vector representation in a NP columns x K rows days matrix" form. Do it for all four columns of data. Now, you have the four NpxK price
data matrices for DIA, IWM, QQQ and SPY Note that the price at :AM is called the opening price and at :PM is called the closing price of the ETF stock
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