2012Fall7646 Homework 5
This assignment is meant to :
- Get you on track for the event profiler.
- Get you started to create indicators (or features) using historical data.
Your task is to implement a technical indicator. Bollinger bands are one possibility, 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 convert present value of Bollinger bands into -1 to 1:
boll_val = 2 * ((current_price - lower_band)/(upper_band - lower_band)) - 1
- Implement an indicator in Python using Pandas:
- Symbol: IBM
- Startdate: 1 Jan 2009
- Enddate: 1 Jan 2010
- 20 period lookback
- Plot 1: adjusted close and relevant plots for your indicator into file "plot1.pdf"
- Plot 2: value of the indicator ranging from about -1 to +1 into file "plot2.pdf"
Submit 3 files (attachment) via t-square:
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."