Use the Python Jupyter notebook provided to download daily price data on two individual tickers. Costco $($COST$)$ and the broader market, S&P$500($SPY$)2.$ Explain the codes used to calculate simple returns, annualized returns, and log returns of these two stocks. Are those returns different? Why? $3.$ Write a few lines to code to compute the sample statistics of the simple returns for the two stocks. Please compare those sample statistics between the two stocks. $4.$ Compute the first $20$ autocorrelation coefficients of the simple return of each stock. Which stock return is more predictable? Why? $5.$ Explain the codes used to calculate the performance ratios. $6.$ Compute the Sharpe ratio of the simple returns for the two stocks. Which stock looks better to invest? Why? $7.$ Compute the Calmar ratio of the simple returns for the two stocks. Which stock looks better to invest? Why? $8.$ Compute the Sortino ratio of the simple returns for the two stocks. Which stock looks better to invest? Why? $19.$ Consider a simple trend$-$following trading strategy without a transaction cost given your initial endowment is $$1000$: $($a$)$ Buy shares of AMZN if the current $50-$day simple moving average $($SMA$)[$of closing prices$]$ is above the current $200-$day SMA. Of course, if you already have shares of this stock, then continue holding onto it$.($b$)$ Sell the shares if the current $50-$day simple moving average $($SMA$)$ is below the current $200-$day SMA. Of course, if you do not have a share of this stock, then you do not have anything to sell. Please calculate the Sharpe ratio and Calmar ratio to measure the performance of this strategy. Does it $$beat$$ the simple buy$-$and$-$hold strategy?