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...
