2011Fall7646 Homework 4

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Overview

Example technical indicator: Moving Average created using QSTK/Examples/Basic/movingavg-ex.py .
Example technical indicator: Bollinger Bands Feature .

This assignment is meant to get you on track for the event profiler. The purpose of this assignment is:

  1. Get you introduced to our new data access API.
  2. Get you started to create indicators (or features) using historical data.

Your task is to implement Bollinger Bands. Other indicators of interest, that you might consider for use in the next assignment include:

  • Current price relative to 52 week high/low
  • Current volatility relative to 52 week high/low volatility
  • Volume relative to 52 week high/low.

You might also look here for ideas:

To Do

  • Implement Bollinger bands in Python using Pandas:
    • Symbol: IBM
    • Startdate: 1 Jan 2009
    • Enddate: 1 Jan 2010
    • 20 period lookback
  • Plot
    • Plot 1: adjusted close and upper/lower bollinger bands into file "bollingerplot1.pdf"
    • Plot 2: value of the indicator ranging from about -1 to +1 into file "bollingerplot2.pdf"

Deliverables

Submit 3 files (attachment) via t-square:

  • code.py
  • bollingerplot1.pdf
  • bollingerplot2.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 files. Once you are sure you've added the files, click "submit."