IC208 Programming for Finance

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Assignment Title IC208 Programming for Finance Student’s name University Date of Submission   Table of contents   Table of contents 2 Introduction 3 Financial assets summary statistics 3 Trading strategy 6 Z-score signals 8 Performance Evaluation of the trading strategy 8 Back testing 9 References 13 Appendix 14 Appendix A: prices_data 14 Appendix B: Project…

Description

Assignment Title

IC208 Programming for Finance

Student’s name

University

Date of Submission

 

Table of contents

 

Table of contents 2

Introduction 3

Financial assets summary statistics 3

Trading strategy 6

Z-score signals 8

Performance Evaluation of the trading strategy 8

Back testing 9

References 13

Appendix 14

Appendix A: prices_data 14

Appendix B: Project codes in Python and Notebook 15

 

Appendix B: Project codes in Python and Notebook

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Python

 Notebook