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

Double click on the object to open and save

Python

 Notebook