Exercises
Which module contains the function called rolling_kurt? How can you use the function?
Based on daily data downloaded from Yahoo! Finance, find whether Wal-Mart's daily returns follow a normal distribution.
Based on daily returns in 2016, are the mean returns for IBM and DELL the same?
Tip
You can use Yahoo! Finance as your source of data
How many dividends distributed or stock splits happened over the past 10 years for IBM and DELL based on the historical data?
Write a Python program to estimate rolling beta on a 3-year window for a few stocks such as IBM, WMT, C and MSFT.
Assume that we just downloaded the prime rate from the Federal Banks' data library from: http://www.federalreserve.gov/releases/h15/data.htm. We downloaded the time-series for Financial 1-month business day. Write a Python program to merge them using:
Go to the web page: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.
Click on Fama-French Factor, and download their monthly factors named
F-F_Research_Data_Factors...
