Use R or Python to solve:

1. Data Importing

1.1 Import closing prices for the entire year of 2020 for your GOLD ETF, your equity ETF, and bitcoin. 1.2 Import your gold ETF prices for the months of April 2020 through Dec 2020. (Therefore, you do not need the first few months of data you imported) 1.3 Import your equity ETF prices for the months of April 2020 through Dec 2020. (Therefore, you do not need the first few months of data you imported) 1.4 Import your bitcoin prices for the months of April 2020 through Dec 2020. (Therefore, you do not need the first few months of data you imported)

2. Data Processing

2.1 Compute the daily returns of your Gold ETF, your Equity ETF, and bitcoin of April 2020 through Dec 2020

3. Data Summaries. Extreme Values

3.1 Compute the returns for each series. 3.2 Similarly, compute the kurtosis for each series. 3.3 Use a common metric (BUT NOT 2 SIGMA), or derive your own, to identify an extreme value. Explain your reasoning. 3.4 Apply your metric to each of the return series.

4. Data Comparison. Copulas

4.1 Pick 2 of the series that had the most extreme values. 4.2 Graph the returns of those 2 series on an x-y plot. Feel free to use either an individual quarter, or several quarters. 4.3 Fit a non-Gaussian copula to the returns of those 2 series. Some possibilities are Student's T, Clayton, Gumbel, choose your own, ...

Link to data: https://drive.google.com/file/d/1a9URZYv8aHX6_HZAmyDS53aUxWaPqPbO/view?usp=sharing