IC208 Programming for Finance

$ 8.50

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

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