Description

Instructions 

• Read these instructions and follow them precisely. Failure to follow these instructions could seriously affect your grade. 

• Independence: All students must work independently. 

• Submission: Submit your answer document via Canvas. 

• Answer Document: Your answer document MUST be in the form of a single pdf file that contains all of your answers including code printouts and graphs. Do not submit your answer document in any format other than pdf. Any answer document that does not comprise a single pdf file complete with all answers will receive a grade of zero. 

• Cover Sheet: Your answer document must include a cover sheet that states the course name, the homework number, the date, and your name. 

• Legibility and Logical Presentation: Answer documents that are not easily legible, or not logically presented, or have a non-professional appearance will not be graded. 

• Source Code Requirement: Your submission should also contain a separate set of source code files for all of your solutions. I may run your source code to ensure that it provides the results that you claim. 

• Permissible Computer Languages: You can use any matrix-oriented computer programming language (Python, R or Matlab). Do not use any spreadsheets: problems solved with spreadsheets will receive no credit). 

• Late Submission Policy: If answer documents and source code files are not submitted by the due date and time, they will incur an immediate penalty of 20%. Any late submissions must be sent by email to the Teaching Assistant, with a copy to the Professor and they will receive an extra penalty of 10% per extra late day. Only in extreme circumstances will exceptions will be made to this late submission policy. Such extreme circumstances must be proved by verifiable documentation. Technical, network, or computer problems are not considered extreme circumstances. Therefore, you are advised to submit the homework assignment well before the due date and time.

The supplied data.zip file contains 30 space-delimited text files that contain price and volume data for 30 companies. Each row of each file contains date, opening price, closing price, high price, low price, volume, and adjusted closing price (last column)..