Exercises {FinancialTools}

With Sylvain

1. Load stock data over few years
   1. Scilab
   2. US current
   3. Daily 1970-Current Open, Close, Hi, Low and Volume (NYSE exchange), 89.3 MB from infochimps.org
2. design a dull strategie
   1. after X days successive positive day, buy
      1. after Y days successive positive day, sell
   2. check Sharpe Ratio

See also

• exercises from Quantitative Trading by Ernest Chan