Financial Engineering
Miquel Noguer i Alonso PhD
Homework 1
Data set 8 asset classes daily prices from Jan 1999 to 8/12/2016. Using Data set
provided:
1. Calculate daily linear and compounded returns 𝑉𝑡
Linear returns
Compounded returns
2. Calculate summary statistics : mean, standard deviation, skewness and kurtosis
3. Perform Normality tests: like skewness and kurtosis or Jarque Bera
4. Upload or send a Jupyter Notebook
DDL: 8:00 26th June China time
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