2011Fall7646 Homework 3

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Overview: The purpose of this assignment is to make sure you have your account and environment properly set up on our server, gekko.cc.gatech.edu.

To Do:

1. We're going to start using NumPy and Pandas now. There is documentation for both of these on the Resources page. The link to documentation about NumPy ndarrays is especially useful.

2. Continue with the tutorial QSTK_Tutorial_1

3. Complete the exercises in the tutorial:

  • "Cumulative Daily Returns": generate an output file named "cumulative.pdf"
  • "Combining Daily Returns To Estimate Portfolio Returns": generate an output file: "combined.pdf"
  • "Line fit to Daily Returns": generate an output file "line.pdf"

Deliverables: the 3 files described above as attachments on t-square. Please do not "zip" your files together first; just submit a separate file as named below:

  • cumulative.pdf
  • combined.pdf
  • line.pdf

How to submit: Go to the t-square site for the class, then click on the "assignments" tab. Click on "add attachment" to add your three files. Once you are sure you've added both files, click "submit."