Question: Part 1 : Analyzing stock market condition. ( Note: Collect S&P 5 0 0 index prices using Yahoo! Finance. Ticker: SPX ) 1 ) From
Part : Analyzing "stock market condition." Note: Collect S&P index prices using Yahoo! Finance. Ticker: SPX
From MarketWatch download S&P daily index prices over the period from Jan. to Dec If unavailable, use the attached file including the SP index price over the period.
Calculate daily S&P index returns and daily cumulative returns over the sample period Jan to Dec :
Compute daily cumulative returns:
Calculate the mean and standard deviation of daily returns.
Plot the cumulative returns over the sample period Xaxis: Date, Yaxis: Cumulative Return
Explain the plot by identifying trends, significant events, or periods of high volatility.
Part : Analyzing "TED Spread."
Use the month LIBOR as attached
Download daily month Treasury Constant Maturity Rate" from Jan. to Dec
Compute the daily average rate of return and standard deviation with a month Tbill rate over the sample period,
Plot the cumulative rate of return Xaxis: Date, Yaxis: Cumulative Return from Explain the plot thoroughly.
Compare the daily average return and standard deviation from Part and Part Explain any similarities or differences.
Calculate daily TED spreads over the sample period. TED Spread month LIBOR month Treasury Constant Maturity Rate.
Plot the TED spreads Xaxis: Date, Yaxis: TED Spread over the sample period. Explain the plot by identifying periods of stress or relaxation in the financial markets.
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