Numpy Study:
Basics: Grasped fundamental concepts of numpy including handling of NAN values and array operations.
Data Frames: Learned to inspect data using df.head() and df.tail() for streamlined data analysis.
Plotting: Acquired skills to plot stock data and understand trends, including handling reverse-ordered CSV data.
Data Frame Manipulation: Practiced creating and manipulating data frames, and employing methods like .join() for merging data based on indices.
Statistical Operations: Applied numpy for statistical analysis such as mean and standard deviation, essential for financial data assessment.
Time Series Analysis:
Rolling Statistics: Implemented rolling statistics to analyze stock performance over time.
Bollinger Bands: Explored the concept of Bollinger Bands as a measure for trading signals.
Daily Returns Calculation: Computed daily returns to gauge stock volatility and performance.
Alpha 101 Document Study:
Reviewed the "101 Formulaic Alphas" research paper, understanding quantitative trading strategies.
Analyzed the Sharpe ratio and turnover, correlating alphas with market volatility.
I look forward to your feedback and suggestions on the work completed. Thank you!
jiale0402
commented
11 months ago
Summary of Work Completed Over the Break
Numpy Study: Basics: Grasped fundamental concepts of numpy including handling of NAN values and array operations. Data Frames: Learned to inspect data using df.head() and df.tail() for streamlined data analysis. Plotting: Acquired skills to plot stock data and understand trends, including handling reverse-ordered CSV data. Data Frame Manipulation: Practiced creating and manipulating data frames, and employing methods like .join() for merging data based on indices. Statistical Operations: Applied numpy for statistical analysis such as mean and standard deviation, essential for financial data assessment.
Time Series Analysis: Rolling Statistics: Implemented rolling statistics to analyze stock performance over time. Bollinger Bands: Explored the concept of Bollinger Bands as a measure for trading signals. Daily Returns Calculation: Computed daily returns to gauge stock volatility and performance.
Alpha 101 Document Study: Reviewed the "101 Formulaic Alphas" research paper, understanding quantitative trading strategies. Analyzed the Sharpe ratio and turnover, correlating alphas with market volatility.
I look forward to your feedback and suggestions on the work completed. Thank you!