├── README.md ├── HW2 ├── hw2_event_study_sp5002008.pdf ├── hw2_event_study_sp5002012.pdf ├── hw2_event_study6_sp5002008.pdf ├── hw2_event_study6_sp5002012.pdf ├── hw2_event_study7_sp5002008.pdf ├── hw2_event_study7_sp5002012.pdf ├── hw2_event.py ├── tutorial.py └── SP500port.csv ├── HW6 ├── hw6_event_boll_sp5002012.pdf ├── hw6_event_boll_sp5002012_quiz.pdf └── hw6_bollinger_event.py ├── HW3 ├── orders2.csv ├── orders_q2.csv ├── orders.csv ├── orders_q1.csv ├── analyse.py ├── marketsim.py ├── values2.csv ├── values_q2.csv ├── values.csv └── values_q1.csv ├── .gitignore ├── LICENSE ├── HW5 └── hw5_bollinger.py ├── HW4 ├── analyse.py ├── marketsim.py ├── hw4_event.py ├── order_sample.csv ├── value_h4-6.csv ├── value_sample.csv └── order_h4-6.csv ├── HW7 ├── hw7_analyse.py ├── hw7_bollinger_event.py ├── hw7_marketsim.py ├── order_hw7.csv └── value_hw7.csv └── HW1 └── hw1_simulate.py /README.md: -------------------------------------------------------------------------------- 1 | compinvesting1-hw 2 | ================= 3 | 4 | Homework for the "Coursera - Computational Investing 1" Course 5 | 6 | -------------------------------------------------------------------------------- /HW2/hw2_event_study_sp5002008.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW2/hw2_event_study_sp5002008.pdf -------------------------------------------------------------------------------- /HW2/hw2_event_study_sp5002012.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW2/hw2_event_study_sp5002012.pdf -------------------------------------------------------------------------------- /HW6/hw6_event_boll_sp5002012.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW6/hw6_event_boll_sp5002012.pdf -------------------------------------------------------------------------------- /HW2/hw2_event_study6_sp5002008.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW2/hw2_event_study6_sp5002008.pdf -------------------------------------------------------------------------------- /HW2/hw2_event_study6_sp5002012.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW2/hw2_event_study6_sp5002012.pdf -------------------------------------------------------------------------------- /HW2/hw2_event_study7_sp5002008.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW2/hw2_event_study7_sp5002008.pdf -------------------------------------------------------------------------------- /HW2/hw2_event_study7_sp5002012.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW2/hw2_event_study7_sp5002012.pdf -------------------------------------------------------------------------------- /HW6/hw6_event_boll_sp5002012_quiz.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/alexcpsec/coursera-compinvesting1-hw/HEAD/HW6/hw6_event_boll_sp5002012_quiz.pdf -------------------------------------------------------------------------------- /HW3/orders2.csv: -------------------------------------------------------------------------------- 1 | 2011,1,14,AAPL,Buy,1500, 2011,1,19,AAPL,Sell,1500, 2011,1,19,IBM,Buy,4000, 2011,1,31,GOOG,Buy,1000, 2011,2,4,XOM,Sell,4000, 2011,2,11,XOM,Buy,4000, 2011,3,2,GOOG,Sell,1000, 2011,3,2,IBM,Sell,2200, 2011,6,2,IBM,Sell,3300, 2011,5,23,IBM,Buy,1500, 2011,6,10,AAPL,Buy,1200, 2011,8,9,GOOG,Buy,55, 2011,8,11,GOOG,Sell,55, 2011,12,14,AAPL,Sell,1200, -------------------------------------------------------------------------------- /HW3/orders_q2.csv: -------------------------------------------------------------------------------- 1 | 2011,1,14,AAPL,Buy,1500, 2011,1,19,AAPL,Sell,1500, 2011,1,19,IBM,Buy,4000, 2011,1,31,GOOG,Buy,1000, 2011,2,4,XOM,Sell,4000, 2011,2,11,XOM,Buy,4000, 2011,3,2,GOOG,Sell,1000, 2011,3,2,IBM,Sell,2200, 2011,6,2,IBM,Sell,3300, 2011,5,23,IBM,Buy,1500, 2011,6,10,AAPL,Buy,1200, 2011,8,9,GOOG,Buy,55, 2011,8,11,GOOG,Sell,55, 2011,12,14,AAPL,Sell,1200, -------------------------------------------------------------------------------- /HW3/orders.csv: -------------------------------------------------------------------------------- 1 | 2011,1,10,AAPL,Buy,1500, 2011,1,13,AAPL,Sell,1500, 2011,1,13,IBM,Buy,4000, 2011,1,26,GOOG,Buy,1000, 2011,2,2,XOM,Sell,4000, 2011,2,10,XOM,Buy,4000, 2011,3,3,GOOG,Sell,1000, 2011,3,3,IBM,Sell,2200, 2 | 2011,6,3,IBM,Sell,3300, 3 | 2011,5,3,IBM,Buy,1500, 4 | 2011,6,10,AAPL,Buy,1200, 5 | 2011,8,1,GOOG,Buy,55, 6 | 2011,8,1,GOOG,Sell,55, 2011,12,20,AAPL,Sell,1200, 7 | -------------------------------------------------------------------------------- /HW3/orders_q1.csv: -------------------------------------------------------------------------------- 1 | 2011,1,10,AAPL,Buy,1500, 2011,1,13,AAPL,Sell,1500, 2011,1,13,IBM,Buy,4000, 2011,1,26,GOOG,Buy,1000, 2011,2,2,XOM,Sell,4000, 2011,2,10,XOM,Buy,4000, 2011,3,3,GOOG,Sell,1000, 2011,3,3,IBM,Sell,2200, 2 | 2011,6,3,IBM,Sell,3300, 3 | 2011,5,3,IBM,Buy,1500, 4 | 2011,6,10,AAPL,Buy,1200, 5 | 2011,8,1,GOOG,Buy,55, 6 | 2011,8,1,GOOG,Sell,55, 2011,12,20,AAPL,Sell,1200, 7 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | .DS_Store 2 | *.py[cod] 3 | 4 | # C extensions 5 | *.so 6 | 7 | # Packages 8 | *.egg 9 | *.egg-info 10 | dist 11 | build 12 | eggs 13 | parts 14 | bin 15 | var 16 | sdist 17 | develop-eggs 18 | .installed.cfg 19 | lib 20 | lib64 21 | 22 | # Installer logs 23 | pip-log.txt 24 | 25 | # Unit test / coverage reports 26 | .coverage 27 | .tox 28 | nosetests.xml 29 | 30 | # Translations 31 | *.mo 32 | 33 | # Mr Developer 34 | .mr.developer.cfg 35 | .project 36 | .pydevproject 37 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | The MIT License (MIT) 2 | 3 | Copyright (c) 2014 Alex Pinto 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. -------------------------------------------------------------------------------- /HW5/hw5_bollinger.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 5 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.stats.moments as pdsm 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | import QSTK.qstkstudy.EventProfiler as ep 16 | 17 | 18 | def bollinger_bands(ldt_timestamps, ls_symbols, lookback): 19 | dataobj = da.DataAccess('Yahoo') 20 | 21 | ls_keys = ['close','actual_close'] 22 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 23 | d_data = dict(zip(ls_keys, ldf_data)) 24 | for s_key in ls_keys: 25 | d_data[s_key] = d_data[s_key].fillna(method = 'ffill') 26 | d_data[s_key] = d_data[s_key].fillna(method = 'bfill') 27 | d_data[s_key] = d_data[s_key].fillna(1.0) 28 | 29 | df_close = d_data['close'] 30 | df_mean = pd.rolling_mean(df_close, lookback) 31 | df_std = pd.rolling_std(df_close, lookback) 32 | 33 | df_bands = (df_close - df_mean) / df_std 34 | 35 | 36 | 37 | if __name__ == '__main__': 38 | dt_start = dt.datetime(2010, 1, 1) 39 | dt_end = dt.datetime(2010, 12, 31) 40 | ls_symbols = ["AAPL", "GOOG", "IBM", "MSFT"] 41 | lookback = 20 42 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 43 | 44 | ## Starting up with SP500 2008 45 | bollinger_bands(ldt_timestamps, ls_symbols, lookback) 46 | 47 | -------------------------------------------------------------------------------- /HW3/analyse.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 3 - analyse.py 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.io.parsers as pd_par 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | 16 | NUM_TRADING_DAYS = 252 17 | ls_symbols = ["$SPX"] 18 | valueFile = "values_q2.csv" 19 | 20 | value_data = pd_par.read_csv(valueFile, header=None) 21 | portVal = value_data['X.4'].values.copy() 22 | 23 | portVal = portVal / portVal[0] 24 | dailyVal = portVal.copy() 25 | tsu.returnize0(dailyVal) 26 | 27 | daily_ret = np.mean(dailyVal) 28 | vol = np.std(dailyVal) 29 | sharpe = np.sqrt(NUM_TRADING_DAYS) * daily_ret / vol 30 | cum_ret = portVal[len(portVal) -1]/portVal[0] 31 | 32 | print "=== FUND ===" 33 | print "Sharpe Ratio: ", sharpe 34 | print "Volatility (stdev): ", vol 35 | print "Average Daily Return: ", daily_ret 36 | print "Cumulative Return: ", cum_ret 37 | 38 | # Getting the start and end dates from the .csv file 39 | df_lastrow = len(value_data) - 1 40 | dt_start = dt.datetime( value_data.get_value(0, 'X.1'), value_data.get_value(0, 'X.2'), value_data.get_value(0, 'X.3')) 41 | dt_end = dt.datetime( value_data.get_value(df_lastrow, 'X.1'), value_data.get_value(df_lastrow, 'X.2'), value_data.get_value(df_lastrow, 'X.3') + 1 ) 42 | 43 | # Getting market data 44 | dataobj = da.DataAccess('Yahoo') 45 | ls_keys = ['close', 'actual_close'] 46 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 47 | 48 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 49 | d_data = dict(zip(ls_keys, ldf_data)) 50 | 51 | temp = d_data['close'].values.copy() 52 | portVal = temp / temp[0,:] 53 | 54 | dailyVal = portVal.copy() 55 | tsu.returnize0(dailyVal) 56 | 57 | # Calculate statistics 58 | daily_ret = np.mean(dailyVal) 59 | vol = np.std(dailyVal) 60 | sharpe = np.sqrt(NUM_TRADING_DAYS) * daily_ret / vol 61 | cum_ret = portVal[len(portVal) -1]/portVal[0] 62 | 63 | print "=== BENCH ===" 64 | print "Sharpe Ratio: ", sharpe 65 | print "Volatility (stdev): ", vol 66 | print "Average Daily Return: ", daily_ret 67 | print "Cumulative Return: ", cum_ret 68 | -------------------------------------------------------------------------------- /HW4/analyse.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 3 - analyse.py 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.io.parsers as pd_par 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | 16 | NUM_TRADING_DAYS = 252 17 | ls_symbols = ["$SPX"] 18 | valueFile = "value_h4-6.csv" 19 | 20 | value_data = pd_par.read_csv(valueFile, header=None) 21 | portVal = value_data['X.4'].values.copy() 22 | 23 | portVal = portVal / portVal[0] 24 | dailyVal = portVal.copy() 25 | tsu.returnize0(dailyVal) 26 | 27 | daily_ret = np.mean(dailyVal) 28 | vol = np.std(dailyVal) 29 | sharpe = np.sqrt(NUM_TRADING_DAYS) * daily_ret / vol 30 | cum_ret = portVal[len(portVal) -1]/portVal[0] 31 | 32 | print "=== FUND ===" 33 | print "Sharpe Ratio: ", sharpe 34 | print "Volatility (stdev): ", vol 35 | print "Average Daily Return: ", daily_ret 36 | print "Cumulative Return: ", cum_ret 37 | 38 | # Getting the start and end dates from the .csv file 39 | df_lastrow = len(value_data) - 1 40 | dt_start = dt.datetime( value_data.get_value(0, 'X.1'), value_data.get_value(0, 'X.2'), value_data.get_value(0, 'X.3')) 41 | dt_end = dt.datetime( value_data.get_value(df_lastrow, 'X.1'), value_data.get_value(df_lastrow, 'X.2'), value_data.get_value(df_lastrow, 'X.3') + 1 ) 42 | 43 | # Getting market data 44 | dataobj = da.DataAccess('Yahoo') 45 | ls_keys = ['close', 'actual_close'] 46 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 47 | 48 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 49 | d_data = dict(zip(ls_keys, ldf_data)) 50 | 51 | temp = d_data['close'].values.copy() 52 | portVal = temp / temp[0,:] 53 | 54 | dailyVal = portVal.copy() 55 | tsu.returnize0(dailyVal) 56 | 57 | # Calculate statistics 58 | daily_ret = np.mean(dailyVal) 59 | vol = np.std(dailyVal) 60 | sharpe = np.sqrt(NUM_TRADING_DAYS) * daily_ret / vol 61 | cum_ret = portVal[len(portVal) -1]/portVal[0] 62 | 63 | print "=== BENCH ===" 64 | print "Sharpe Ratio: ", sharpe 65 | print "Volatility (stdev): ", vol 66 | print "Average Daily Return: ", daily_ret 67 | print "Cumulative Return: ", cum_ret 68 | -------------------------------------------------------------------------------- /HW7/hw7_analyse.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 7 - analyse.py 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.io.parsers as pd_par 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | 16 | NUM_TRADING_DAYS = 252 17 | ls_symbols = ["$SPX"] 18 | valueFile = "value_hw7.csv" 19 | 20 | value_data = pd_par.read_csv(valueFile, header=None) 21 | portVal = value_data['X.4'].values.copy() 22 | 23 | portVal = portVal / portVal[0] 24 | dailyVal = portVal.copy() 25 | tsu.returnize0(dailyVal) 26 | 27 | daily_ret = np.mean(dailyVal) 28 | vol = np.std(dailyVal) 29 | sharpe = np.sqrt(NUM_TRADING_DAYS) * daily_ret / vol 30 | cum_ret = portVal[len(portVal) -1]/portVal[0] 31 | 32 | print "=== FUND ===" 33 | print "Sharpe Ratio: ", sharpe 34 | print "Volatility (stdev): ", vol 35 | print "Average Daily Return: ", daily_ret 36 | print "Cumulative Return: ", cum_ret 37 | 38 | # Getting the start and end dates from the .csv file 39 | df_lastrow = len(value_data) - 1 40 | dt_start = dt.datetime( value_data.get_value(0, 'X.1'), value_data.get_value(0, 'X.2'), value_data.get_value(0, 'X.3')) 41 | dt_end = dt.datetime( value_data.get_value(df_lastrow, 'X.1'), value_data.get_value(df_lastrow, 'X.2'), value_data.get_value(df_lastrow, 'X.3') + 1 ) 42 | 43 | # Getting market data 44 | dataobj = da.DataAccess('Yahoo') 45 | ls_keys = ['close', 'actual_close'] 46 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 47 | 48 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 49 | d_data = dict(zip(ls_keys, ldf_data)) 50 | 51 | temp = d_data['close'].values.copy() 52 | portVal = temp / temp[0,:] 53 | 54 | dailyVal = portVal.copy() 55 | tsu.returnize0(dailyVal) 56 | 57 | # Calculate statistics 58 | daily_ret = np.mean(dailyVal) 59 | vol = np.std(dailyVal) 60 | sharpe = np.sqrt(NUM_TRADING_DAYS) * daily_ret / vol 61 | cum_ret = portVal[len(portVal) -1]/portVal[0] 62 | 63 | print "=== BENCH ===" 64 | print "Sharpe Ratio: ", sharpe 65 | print "Volatility (stdev): ", vol 66 | print "Average Daily Return: ", daily_ret 67 | print "Cumulative Return: ", cum_ret 68 | -------------------------------------------------------------------------------- /HW6/hw6_bollinger_event.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 6 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.stats.moments as pdsm 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | import QSTK.qstkstudy.EventProfiler as ep 16 | 17 | 18 | def bollinger_events(ldt_timestamps, lookback): 19 | dataobj = da.DataAccess('Yahoo') 20 | ls_symbols = dataobj.get_symbols_from_list('sp5002012') 21 | ls_symbols.append('SPY') 22 | ls_keys = ['close','actual_close'] 23 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 24 | d_data = dict(zip(ls_keys, ldf_data)) 25 | for s_key in ls_keys: 26 | d_data[s_key] = d_data[s_key].fillna(method = 'ffill') 27 | d_data[s_key] = d_data[s_key].fillna(method = 'bfill') 28 | d_data[s_key] = d_data[s_key].fillna(1.0) 29 | 30 | df_close = d_data['close'] 31 | df_mean = pd.rolling_mean(df_close, lookback) 32 | df_std = pd.rolling_std(df_close, lookback) 33 | 34 | df_bands = (df_close - df_mean) / df_std 35 | 36 | df_events = copy.deepcopy(df_close) 37 | df_events = df_events * np.NAN 38 | 39 | # Time stamps for the event range 40 | ldt_timestamps = df_close.index 41 | 42 | for s_sym in ls_symbols: 43 | for i in range(1, len(ldt_timestamps)): 44 | # Calculating the returns for this timestamp 45 | f_boll_today = df_bands[s_sym].ix[ldt_timestamps[i]] 46 | f_boll_yest = df_bands[s_sym].ix[ldt_timestamps[i - 1]] 47 | f_spy_today = df_bands['SPY'].ix[ldt_timestamps[i]] 48 | 49 | if f_boll_yest >= -2.00 and f_boll_today <= -2.00 and f_spy_today >= 1.4: 50 | df_events[s_sym].ix[ldt_timestamps[i]] = 1 51 | 52 | report_filename = "hw6_event_boll_sp5002012_quiz.pdf" 53 | print "Creating Study sp5002012" 54 | ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20, 55 | s_filename=report_filename, b_market_neutral=True, b_errorbars=True, 56 | s_market_sym='SPY') 57 | 58 | 59 | 60 | 61 | 62 | if __name__ == '__main__': 63 | dt_start = dt.datetime(2008, 1, 1) 64 | dt_end = dt.datetime(2009, 12, 31) 65 | 66 | lookback = 20 67 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 68 | 69 | ## Starting up with SP500 2012 70 | bollinger_events(ldt_timestamps, lookback) 71 | 72 | -------------------------------------------------------------------------------- /HW7/hw7_bollinger_event.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 7 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.stats.moments as pdsm 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | import QSTK.qstkstudy.EventProfiler as ep 16 | 17 | orderFile = "order_hw7.csv" 18 | 19 | def bollinger_events(ldt_timestamps, lookback): 20 | dataobj = da.DataAccess('Yahoo') 21 | ls_symbols = dataobj.get_symbols_from_list('sp5002012') 22 | ls_symbols.append('SPY') 23 | ls_keys = ['close','actual_close'] 24 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 25 | d_data = dict(zip(ls_keys, ldf_data)) 26 | for s_key in ls_keys: 27 | d_data[s_key] = d_data[s_key].fillna(method = 'ffill') 28 | d_data[s_key] = d_data[s_key].fillna(method = 'bfill') 29 | d_data[s_key] = d_data[s_key].fillna(1.0) 30 | 31 | df_close = d_data['close'] 32 | df_mean = pd.rolling_mean(df_close, lookback) 33 | df_std = pd.rolling_std(df_close, lookback) 34 | 35 | df_bands = (df_close - df_mean) / df_std 36 | 37 | df_events = copy.deepcopy(df_close) 38 | df_events = df_events * np.NAN 39 | 40 | # Time stamps for the event range 41 | ldt_timestamps = df_close.index 42 | 43 | for s_sym in ls_symbols: 44 | for i in range(1, len(ldt_timestamps)): 45 | # Calculating the returns for this timestamp 46 | f_boll_today = df_bands[s_sym].ix[ldt_timestamps[i]] 47 | f_boll_yest = df_bands[s_sym].ix[ldt_timestamps[i - 1]] 48 | f_spy_today = df_bands['SPY'].ix[ldt_timestamps[i]] 49 | 50 | if f_boll_yest >= -2.00 and f_boll_today <= -2.00 and f_spy_today >= 1.4: 51 | df_events[s_sym].ix[ldt_timestamps[i]] = 1 52 | 53 | file_out = open( orderFile, "w" ) 54 | 55 | for col in df_events.columns: 56 | for i in range(0,len(ldt_timestamps)): 57 | date = ldt_timestamps[i] 58 | if not np.isnan(df_events.get_value(date,col)): 59 | if i+5 >= len(ldt_timestamps): 60 | date2 = ldt_timestamps[len(ldt_timestamps) - 1] 61 | else: 62 | date2 = ldt_timestamps[i+5] 63 | file_out.writelines(date.strftime('%Y,%m,%d') + "," + str(col) + ",Buy,100\n") 64 | file_out.writelines(date2.strftime('%Y,%m,%d') + "," + str(col) + ",Sell,100\n") 65 | 66 | file_out.close() 67 | 68 | 69 | 70 | if __name__ == '__main__': 71 | dt_start = dt.datetime(2008, 1, 1) 72 | dt_end = dt.datetime(2009, 12, 31) 73 | 74 | lookback = 20 75 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 76 | 77 | ## Starting up with SP500 2012 78 | bollinger_events(ldt_timestamps, lookback) 79 | 80 | -------------------------------------------------------------------------------- /HW2/hw2_event.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 2 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import numpy as np 8 | import math 9 | import copy 10 | import QSTK.qstkutil.qsdateutil as du 11 | import datetime as dt 12 | import QSTK.qstkutil.DataAccess as da 13 | import QSTK.qstkutil.tsutil as tsu 14 | import QSTK.qstkstudy.EventProfiler as ep 15 | 16 | """ 17 | Accepts a list of symbols along with start and end date 18 | Returns the Event Matrix which is a pandas Datamatrix 19 | Event matrix has the following structure : 20 | |IBM |GOOG|XOM |MSFT| GS | JP | 21 | (d1)|nan |nan | 1 |nan |nan | 1 | 22 | (d2)|nan | 1 |nan |nan |nan |nan | 23 | (d3)| 1 |nan | 1 |nan | 1 |nan | 24 | (d4)|nan | 1 |nan | 1 |nan |nan | 25 | ................................... 26 | ................................... 27 | Also, d1 = start date 28 | nan = no information about any event. 29 | 1 = status bit(positively confirms the event occurence) 30 | """ 31 | 32 | def find_events(ls_symbols, d_data): 33 | df_close = d_data['actual_close'] 34 | ts_market = df_close['SPY'] 35 | 36 | print "Finding Events" 37 | 38 | # Creating an empty dataframe 39 | df_events = copy.deepcopy(df_close) 40 | df_events = df_events * np.NAN 41 | 42 | # Time stamps for the event range 43 | ldt_timestamps = df_close.index 44 | 45 | for s_sym in ls_symbols: 46 | for i in range(1, len(ldt_timestamps)): 47 | # Calculating the returns for this timestamp 48 | f_symprice_today = df_close[s_sym].ix[ldt_timestamps[i]] 49 | f_symprice_yest = df_close[s_sym].ix[ldt_timestamps[i - 1]] 50 | 51 | if f_symprice_yest >= 6.00 and f_symprice_today < 6.00: 52 | df_events[s_sym].ix[ldt_timestamps[i]] = 1 53 | 54 | return df_events 55 | 56 | def event_profiler(ldt_timestamps, symbols_list): 57 | dataobj = da.DataAccess('Yahoo') 58 | ls_symbols = dataobj.get_symbols_from_list(symbols_list) 59 | ls_symbols.append('SPY') 60 | 61 | ls_keys = ['close','actual_close'] 62 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 63 | d_data = dict(zip(ls_keys, ldf_data)) 64 | for s_key in ls_keys: 65 | d_data[s_key] = d_data[s_key].fillna(method = 'ffill') 66 | d_data[s_key] = d_data[s_key].fillna(method = 'bfill') 67 | d_data[s_key] = d_data[s_key].fillna(1.0) 68 | 69 | df_events = find_events(ls_symbols, d_data) 70 | report_filename = "hw2_event_study6_" + symbols_list + ".pdf" 71 | print "Creating Study " + symbols_list 72 | ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20, 73 | s_filename=report_filename, b_market_neutral=True, b_errorbars=True, 74 | s_market_sym='SPY') 75 | 76 | 77 | 78 | if __name__ == '__main__': 79 | dt_start = dt.datetime(2008, 1, 1) 80 | dt_end = dt.datetime(2009, 12, 31) 81 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 82 | 83 | ## Starting up with SP500 2008 84 | event_profiler(ldt_timestamps, 'sp5002008') 85 | 86 | ## Doing the SP500 2012 87 | event_profiler(ldt_timestamps, 'sp5002012') 88 | 89 | 90 | 91 | -------------------------------------------------------------------------------- /HW3/marketsim.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 3 - marketsum.py 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.io.parsers as pd_par 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | 16 | startCash = 1000000 17 | orderFile = "orders_q2.csv" 18 | valueFile = "values_q2.csv" 19 | 20 | orderDF = pd_par.read_csv(orderFile, header=None) 21 | 22 | # Getting the Symbols from the .csv file 23 | ls_symbols = list(set(orderDF['X.4'].values)) 24 | 25 | # Need to sort the trades DF by increasing date 26 | orderDF = orderDF.sort(['X.1', 'X.2', 'X.3']) 27 | 28 | # Getting the start and end dates from the .csv file 29 | df_lastrow = len(orderDF) - 1 30 | dt_start = dt.datetime( orderDF.get_value(0, 'X.1'), orderDF.get_value(0, 'X.2'), orderDF.get_value(0, 'X.3')) 31 | dt_end = dt.datetime( orderDF.get_value(df_lastrow, 'X.1'), orderDF.get_value(df_lastrow, 'X.2'), orderDF.get_value(df_lastrow, 'X.3') + 1 ) 32 | 33 | # Getting market data 34 | dataobj = da.DataAccess('Yahoo') 35 | ls_keys = ['close', 'actual_close'] 36 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 37 | 38 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 39 | d_data = dict(zip(ls_keys, ldf_data)) 40 | 41 | # Adding CASH to our symbols and creating our trades table 42 | ls_symbols.append("_CASH") 43 | trades_data = pd.DataFrame(index=list(ldt_timestamps), columns=list(ls_symbols)) 44 | 45 | curr_cash = startCash 46 | trades_data["_CASH"][ldt_timestamps[0]] = startCash 47 | 48 | curr_stocks = dict() 49 | for sym in ls_symbols: 50 | curr_stocks[sym] = 0 51 | trades_data[sym][ldt_timestamps[0]] = 0 52 | 53 | for row in orderDF.iterrows(): 54 | row_data = row[1] 55 | curr_date = dt.datetime(row_data['X.1'], row_data['X.2'], row_data['X.3'], 16 ) 56 | sym = row_data['X.4'] 57 | stock_value = d_data['close'][sym][curr_date] 58 | stock_amount = row_data['X.6'] 59 | 60 | if row_data['X.5'] == "Buy": 61 | curr_cash = curr_cash - (stock_value * stock_amount) 62 | trades_data["_CASH"][curr_date] = curr_cash 63 | curr_stocks[sym] = curr_stocks[sym] + stock_amount 64 | trades_data[sym][curr_date] = curr_stocks[sym] 65 | else: 66 | curr_cash = curr_cash + (stock_value * stock_amount) 67 | trades_data["_CASH"][curr_date] = curr_cash 68 | curr_stocks[sym] = curr_stocks[sym] - stock_amount 69 | trades_data[sym][curr_date] = curr_stocks[sym] 70 | 71 | trades_data = trades_data.fillna(method = "pad") 72 | 73 | value_data = pd.DataFrame(index=list(ldt_timestamps), columns=list("V")) 74 | value_data = value_data.fillna(0) 75 | 76 | for day in ldt_timestamps: 77 | value = 0 78 | 79 | for sym in ls_symbols: 80 | if sym == "_CASH": 81 | value = value + trades_data[sym][day] 82 | else: 83 | value = value + trades_data[sym][day] * d_data['close'][sym][day] 84 | 85 | value_data["V"][day] = value 86 | 87 | file_out = open( valueFile, "w" ) 88 | for row in value_data.iterrows(): 89 | file_out.writelines(str(row[0].strftime('%Y,%m,%d')) + ", " + str(row[1]["V"].round()) + "\n" ) 90 | 91 | file_out.close() 92 | 93 | 94 | 95 | 96 | 97 | 98 | 99 | 100 | 101 | -------------------------------------------------------------------------------- /HW2/tutorial.py: -------------------------------------------------------------------------------- 1 | ''' 2 | (c) 2011, 2012 Georgia Tech Research Corporation 3 | This source code is released under the New BSD license. Please see 4 | http://wiki.quantsoftware.org/index.php?title=QSTK_License 5 | for license details. 6 | 7 | Created on January, 23, 2013 8 | 9 | @author: Sourabh Bajaj 10 | @contact: sourabhbajaj@gatech.edu 11 | @summary: Event Profiler Tutorial 12 | ''' 13 | 14 | 15 | import pandas as pd 16 | import numpy as np 17 | import math 18 | import copy 19 | import QSTK.qstkutil.qsdateutil as du 20 | import datetime as dt 21 | import QSTK.qstkutil.DataAccess as da 22 | import QSTK.qstkutil.tsutil as tsu 23 | import QSTK.qstkstudy.EventProfiler as ep 24 | 25 | """ 26 | Accepts a list of symbols along with start and end date 27 | Returns the Event Matrix which is a pandas Datamatrix 28 | Event matrix has the following structure : 29 | |IBM |GOOG|XOM |MSFT| GS | JP | 30 | (d1)|nan |nan | 1 |nan |nan | 1 | 31 | (d2)|nan | 1 |nan |nan |nan |nan | 32 | (d3)| 1 |nan | 1 |nan | 1 |nan | 33 | (d4)|nan | 1 |nan | 1 |nan |nan | 34 | ................................... 35 | ................................... 36 | Also, d1 = start date 37 | nan = no information about any event. 38 | 1 = status bit(positively confirms the event occurence) 39 | """ 40 | 41 | 42 | def find_events(ls_symbols, d_data): 43 | ''' Finding the event dataframe ''' 44 | df_close = d_data['close'] 45 | ts_market = df_close['SPY'] 46 | 47 | print "Finding Events" 48 | 49 | # Creating an empty dataframe 50 | df_events = copy.deepcopy(df_close) 51 | df_events = df_events * np.NAN 52 | 53 | # Time stamps for the event range 54 | ldt_timestamps = df_close.index 55 | 56 | for s_sym in ls_symbols: 57 | for i in range(1, len(ldt_timestamps)): 58 | # Calculating the returns for this timestamp 59 | f_symprice_today = df_close[s_sym].ix[ldt_timestamps[i]] 60 | f_symprice_yest = df_close[s_sym].ix[ldt_timestamps[i - 1]] 61 | f_marketprice_today = ts_market.ix[ldt_timestamps[i]] 62 | f_marketprice_yest = ts_market.ix[ldt_timestamps[i - 1]] 63 | f_symreturn_today = (f_symprice_today / f_symprice_yest) - 1 64 | f_marketreturn_today = (f_marketprice_today / f_marketprice_yest) - 1 65 | 66 | # Event is found if the symbol is down more then 3% while the 67 | # market is up more then 2% 68 | if f_symreturn_today <= -0.03 and f_marketreturn_today >= 0.02: 69 | df_events[s_sym].ix[ldt_timestamps[i]] = 1 70 | 71 | return df_events 72 | 73 | 74 | if __name__ == '__main__': 75 | dt_start = dt.datetime(2008, 1, 1) 76 | dt_end = dt.datetime(2009, 12, 31) 77 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 78 | 79 | dataobj = da.DataAccess('Yahoo') 80 | ls_symbols = dataobj.get_symbols_from_list('sp5002012') 81 | ls_symbols.append('SPY') 82 | ls_keys = ['open', 'high', 'low', 'close', 'volume', 'actual_close'] 83 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 84 | d_data = dict(zip(ls_keys, ldf_data)) 85 | 86 | df_events = find_events(ls_symbols, d_data) 87 | print "Creating Study" 88 | ep.eventprofiler(df_events, d_data, i_lookback=20, i_lookforward=20, 89 | s_filename='MyEventStudy.pdf', b_market_neutral=True, b_errorbars=True, 90 | s_market_sym='SPY') 91 | -------------------------------------------------------------------------------- /HW4/marketsim.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 3 - marketsum.py 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.io.parsers as pd_par 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | 16 | startCash = 50000 17 | orderFile = "order_h4-6.csv" 18 | valueFile = "value_h4-6.csv" 19 | 20 | orderDF = pd_par.read_csv(orderFile, header=None) 21 | 22 | # Getting the Symbols from the .csv file 23 | ls_symbols = list(set(orderDF['X.4'].values)) 24 | 25 | # Need to sort the trades DF by increasing date 26 | orderDF = orderDF.sort(['X.1', 'X.2', 'X.3']) 27 | 28 | # Getting the start and end dates from the .csv file 29 | dt_start = dt.datetime( orderDF.head(1)['X.1'], orderDF.head(1)['X.2'], orderDF.head(1)['X.3']) 30 | dt_end = dt.datetime( orderDF.tail(1)['X.1'], orderDF.tail(1)['X.2'], orderDF.tail(1)['X.3'] + 1 ) 31 | 32 | # Getting market data 33 | dataobj = da.DataAccess('Yahoo', cachestalltime=0) 34 | ls_keys = ['close', 'actual_close'] 35 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 36 | 37 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 38 | d_data = dict(zip(ls_keys, ldf_data)) 39 | # Missing Values 40 | for s_key in ls_keys: 41 | d_data[s_key] = d_data[s_key].fillna(method = 'ffill') 42 | d_data[s_key] = d_data[s_key].fillna(method = 'bfill') 43 | d_data[s_key] = d_data[s_key].fillna(1.0) 44 | 45 | # Adding CASH to our symbols and creating our trades table 46 | ls_symbols.append("_CASH") 47 | trades_data = pd.DataFrame(index=list(ldt_timestamps), columns=list(ls_symbols)) 48 | 49 | curr_cash = startCash 50 | trades_data["_CASH"][ldt_timestamps[0]] = startCash 51 | 52 | curr_stocks = dict() 53 | for sym in ls_symbols: 54 | curr_stocks[sym] = 0 55 | trades_data[sym][ldt_timestamps[0]] = 0 56 | 57 | for row in orderDF.iterrows(): 58 | row_data = row[1] 59 | curr_date = dt.datetime(row_data['X.1'], row_data['X.2'], row_data['X.3'], 16 ) 60 | sym = row_data['X.4'] 61 | stock_value = d_data['close'][sym][curr_date] 62 | stock_amount = row_data['X.6'] 63 | 64 | if row_data['X.5'] == "Buy": 65 | curr_cash = curr_cash - (stock_value * stock_amount) 66 | trades_data["_CASH"][curr_date] = curr_cash 67 | curr_stocks[sym] = curr_stocks[sym] + stock_amount 68 | trades_data[sym][curr_date] = curr_stocks[sym] 69 | else: 70 | curr_cash = curr_cash + (stock_value * stock_amount) 71 | trades_data["_CASH"][curr_date] = curr_cash 72 | curr_stocks[sym] = curr_stocks[sym] - stock_amount 73 | trades_data[sym][curr_date] = curr_stocks[sym] 74 | 75 | trades_data = trades_data.fillna(method = "pad") 76 | 77 | value_data = pd.DataFrame(index=list(ldt_timestamps), columns=list("V")) 78 | value_data = value_data.fillna(0) 79 | 80 | for day in ldt_timestamps: 81 | value = 0 82 | 83 | for sym in ls_symbols: 84 | if sym == "_CASH": 85 | value = value + trades_data[sym][day] 86 | else: 87 | value = value + trades_data[sym][day] * d_data['close'][sym][day] 88 | 89 | value_data["V"][day] = value 90 | 91 | file_out = open( valueFile, "w" ) 92 | for row in value_data.iterrows(): 93 | file_out.writelines(str(row[0].strftime('%Y,%m,%d')) + "," + str(row[1]["V"].round()) + "\n" ) 94 | 95 | file_out.close() 96 | 97 | 98 | 99 | 100 | 101 | 102 | 103 | 104 | 105 | -------------------------------------------------------------------------------- /HW7/hw7_marketsim.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 7 - hw7_marketsum.py 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import pandas.io.parsers as pd_par 8 | import numpy as np 9 | import math 10 | import copy 11 | import QSTK.qstkutil.qsdateutil as du 12 | import datetime as dt 13 | import QSTK.qstkutil.DataAccess as da 14 | import QSTK.qstkutil.tsutil as tsu 15 | 16 | startCash = 100000 17 | orderFile = "order_hw7.csv" 18 | valueFile = "value_hw7.csv" 19 | 20 | orderDF = pd_par.read_csv(orderFile, header=None) 21 | 22 | # Getting the Symbols from the .csv file 23 | ls_symbols = list(set(orderDF['X.4'].values)) 24 | 25 | # Need to sort the trades DF by increasing date 26 | orderDF = orderDF.sort(['X.1', 'X.2', 'X.3']) 27 | 28 | # Getting the start and end dates from the .csv file 29 | dt_start = dt.datetime( orderDF.head(1)['X.1'], orderDF.head(1)['X.2'], orderDF.head(1)['X.3']) 30 | dt_end = dt.datetime( orderDF.tail(1)['X.1'], orderDF.tail(1)['X.2'], orderDF.tail(1)['X.3'] + 1 ) 31 | 32 | # Getting market data 33 | dataobj = da.DataAccess('Yahoo', cachestalltime=0) 34 | ls_keys = ['close', 'actual_close'] 35 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 36 | 37 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 38 | d_data = dict(zip(ls_keys, ldf_data)) 39 | # Missing Values 40 | for s_key in ls_keys: 41 | d_data[s_key] = d_data[s_key].fillna(method = 'ffill') 42 | d_data[s_key] = d_data[s_key].fillna(method = 'bfill') 43 | d_data[s_key] = d_data[s_key].fillna(1.0) 44 | 45 | # Adding CASH to our symbols and creating our trades table 46 | ls_symbols.append("_CASH") 47 | trades_data = pd.DataFrame(index=list(ldt_timestamps), columns=list(ls_symbols)) 48 | 49 | curr_cash = startCash 50 | trades_data["_CASH"][ldt_timestamps[0]] = startCash 51 | 52 | curr_stocks = dict() 53 | for sym in ls_symbols: 54 | curr_stocks[sym] = 0 55 | trades_data[sym][ldt_timestamps[0]] = 0 56 | 57 | for row in orderDF.iterrows(): 58 | row_data = row[1] 59 | curr_date = dt.datetime(row_data['X.1'], row_data['X.2'], row_data['X.3'], 16 ) 60 | sym = row_data['X.4'] 61 | stock_value = d_data['close'][sym][curr_date] 62 | stock_amount = row_data['X.6'] 63 | 64 | if row_data['X.5'] == "Buy": 65 | curr_cash = curr_cash - (stock_value * stock_amount) 66 | trades_data["_CASH"][curr_date] = curr_cash 67 | curr_stocks[sym] = curr_stocks[sym] + stock_amount 68 | trades_data[sym][curr_date] = curr_stocks[sym] 69 | else: 70 | curr_cash = curr_cash + (stock_value * stock_amount) 71 | trades_data["_CASH"][curr_date] = curr_cash 72 | curr_stocks[sym] = curr_stocks[sym] - stock_amount 73 | trades_data[sym][curr_date] = curr_stocks[sym] 74 | 75 | trades_data = trades_data.fillna(method = "pad") 76 | 77 | value_data = pd.DataFrame(index=list(ldt_timestamps), columns=list("V")) 78 | value_data = value_data.fillna(0) 79 | 80 | for day in ldt_timestamps: 81 | value = 0 82 | 83 | for sym in ls_symbols: 84 | if sym == "_CASH": 85 | value = value + trades_data[sym][day] 86 | else: 87 | value = value + trades_data[sym][day] * d_data['close'][sym][day] 88 | 89 | value_data["V"][day] = value 90 | 91 | file_out = open( valueFile, "w" ) 92 | for row in value_data.iterrows(): 93 | file_out.writelines(str(row[0].strftime('%Y,%m,%d')) + "," + str(row[1]["V"].round()) + "\n" ) 94 | 95 | file_out.close() 96 | 97 | 98 | 99 | 100 | 101 | 102 | 103 | 104 | 105 | -------------------------------------------------------------------------------- /HW4/hw4_event.py: -------------------------------------------------------------------------------- 1 | ## Computational Investing I 2 | ## HW 4 3 | ## 4 | ## Author: alexcpsec 5 | 6 | import pandas as pd 7 | import numpy as np 8 | import math 9 | import copy 10 | import QSTK.qstkutil.qsdateutil as du 11 | import datetime as dt 12 | import QSTK.qstkutil.DataAccess as da 13 | import QSTK.qstkutil.tsutil as tsu 14 | import QSTK.qstkstudy.EventProfiler as ep 15 | 16 | """ 17 | Accepts a list of symbols along with start and end date 18 | Returns the Event Matrix which is a pandas Datamatrix 19 | Event matrix has the following structure : 20 | |IBM |GOOG|XOM |MSFT| GS | JP | 21 | (d1)|nan |nan | 1 |nan |nan | 1 | 22 | (d2)|nan | 1 |nan |nan |nan |nan | 23 | (d3)| 1 |nan | 1 |nan | 1 |nan | 24 | (d4)|nan | 1 |nan | 1 |nan |nan | 25 | ................................... 26 | ................................... 27 | Also, d1 = start date 28 | nan = no information about any event. 29 | 1 = status bit(positively confirms the event occurence) 30 | """ 31 | 32 | evtAmount = 6.0 33 | orderFile = "order_h4-6.csv" 34 | strSymbols = "sp5002012" 35 | 36 | def find_events(ls_symbols, d_data, event_amount): 37 | df_close = d_data['actual_close'] 38 | 39 | print "Finding Events..." 40 | 41 | # Creating an empty dataframe 42 | df_events = copy.deepcopy(df_close) 43 | df_events = df_events * np.NAN 44 | 45 | # Time stamps for the event range 46 | ldt_timestamps = df_close.index 47 | 48 | for s_sym in ls_symbols: 49 | for i in range(1, len(ldt_timestamps)): 50 | # Calculating the returns for this timestamp 51 | f_symprice_today = df_close[s_sym].ix[ldt_timestamps[i]] 52 | f_symprice_yest = df_close[s_sym].ix[ldt_timestamps[i - 1]] 53 | 54 | if f_symprice_yest >= event_amount and f_symprice_today < event_amount: 55 | df_events[s_sym].ix[ldt_timestamps[i]] = 1 56 | 57 | return df_events 58 | 59 | def create_orders_events(ldt_timestamps, symbols_list, event_amount): 60 | dataobj = da.DataAccess('Yahoo') 61 | ls_symbols = dataobj.get_symbols_from_list(symbols_list) 62 | ls_symbols.append('SPY') 63 | 64 | ls_keys = ['close','actual_close'] 65 | ldf_data = dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 66 | d_data = dict(zip(ls_keys, ldf_data)) 67 | for s_key in ls_keys: 68 | d_data[s_key] = d_data[s_key].fillna(method = 'ffill') 69 | d_data[s_key] = d_data[s_key].fillna(method = 'bfill') 70 | d_data[s_key] = d_data[s_key].fillna(1.0) 71 | 72 | df_events = find_events(ls_symbols, d_data, event_amount) 73 | 74 | file_out = open( orderFile, "w" ) 75 | 76 | for col in df_events.columns: 77 | for i in range(0,len(ldt_timestamps)): 78 | date = ldt_timestamps[i] 79 | if not np.isnan(df_events.get_value(date,col)): 80 | if i+5 >= len(ldt_timestamps): 81 | date2 = ldt_timestamps[len(ldt_timestamps) - 1] 82 | else: 83 | date2 = ldt_timestamps[i+5] 84 | file_out.writelines(date.strftime('%Y,%m,%d') + "," + str(col) + ",Buy,100\n") 85 | file_out.writelines(date2.strftime('%Y,%m,%d') + "," + str(col) + ",Sell,100\n") 86 | 87 | file_out.close() 88 | 89 | 90 | 91 | if __name__ == '__main__': 92 | dt_start = dt.datetime(2008, 1, 1) 93 | dt_end = dt.datetime(2009, 12, 31) 94 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt.timedelta(hours=16)) 95 | 96 | ## Starting up with SP500 2008 97 | create_orders_events(ldt_timestamps, strSymbols, evtAmount) 98 | -------------------------------------------------------------------------------- /HW1/hw1_simulate.py: -------------------------------------------------------------------------------- 1 | ## CompInvesting I 2 | ## hw1_simulate.py 3 | ## HW1 - Implementation of the Simulate function 4 | 5 | import QSTK.qstkutil.qsdateutil as du 6 | import QSTK.qstkutil.tsutil as tsu 7 | import QSTK.qstkutil.DataAccess as da 8 | 9 | import datetime as dt 10 | import matplotlib.pyplot as plt 11 | import pandas as pd 12 | import numpy as np 13 | 14 | NUM_TRADING_DAYS = 252 15 | 16 | def simulate( dt_start, dt_end, ls_symbols, ls_allocation ): 17 | # Formatting the date timestamps 18 | dt_timeofday = dt.timedelta(hours=16) 19 | ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt_timeofday) 20 | 21 | # Open the dataset and read in the closing price 22 | ls_keys = ['close'] 23 | c_dataobj = da.DataAccess('Yahoo') 24 | ldf_data = c_dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys) 25 | d_data = dict(zip(ls_keys, ldf_data)) 26 | 27 | # Calculate the portfolio value 28 | temp = d_data['close'].values.copy() 29 | d_normal = temp / temp[0,:] 30 | alloc = np.array(ls_allocation).reshape(4,1) 31 | portVal = np.dot(d_normal, alloc) 32 | 33 | # Caluclate the daily returns 34 | dailyVal = portVal.copy() 35 | tsu.returnize0(dailyVal) 36 | 37 | # Calculate statistics 38 | daily_ret = np.mean(dailyVal) 39 | vol = np.std(dailyVal) 40 | sharpe = np.sqrt(NUM_TRADING_DAYS) * daily_ret / vol 41 | cum_ret = portVal[portVal.shape[0] -1][0] 42 | 43 | return vol, daily_ret, sharpe, cum_ret 44 | 45 | 46 | 47 | def print_simulate( dt_start, dt_end, ls_symbols, ls_allocation ): 48 | vol, daily_ret, sharpe, cum_ret = simulate( dt_start, dt_end, ls_symbols, ls_allocation ) 49 | print "Start Date: ", dt_start 50 | print "End Date: ", dt_end 51 | print "Symbols: ", ls_symbols 52 | print "Optimal Allocations: ", ls_allocation 53 | print "Sharpe Ratio: ", sharpe 54 | print "Volatility (stdev): ", vol 55 | print "Average Daily Return: ", daily_ret 56 | print "Cumulative Return: ", cum_ret 57 | 58 | 59 | 60 | def optimal_allocation_4( dt_start, dt_end, ls_symbols ): 61 | 62 | max_sharpe = -1 63 | max_alloc = [0.0, 0.0, 0.0, 0.0] 64 | for i in range(0,11): 65 | for j in range(0,11-i): 66 | for k in range(0,11-i-j): 67 | for l in range (0,11-i-j-k): 68 | if (i + j + l + k) == 10: 69 | alloc = [float(i)/10, float(j)/10, float(k)/10, float(l)/10] 70 | vol, daily_ret, sharpe, cum_ret = simulate( dt_start, dt_end, ls_symbols, alloc ) 71 | if sharpe > max_sharpe: 72 | max_sharpe = sharpe 73 | max_alloc = alloc 74 | 75 | return max_alloc 76 | 77 | 78 | 79 | 80 | # Example 1 81 | dt_start = dt.datetime(2010,1,1) 82 | dt_end = dt.datetime(2010,12,31) 83 | ls_symbols = ['BRCM', 'TXN', 'AMD', 'ADI'] 84 | ls_allocation = [0.4, 0.4, 0.0, 0.2] 85 | 86 | max_alloc = optimal_allocation_4( dt_start, dt_end, ls_symbols ) 87 | print_simulate( dt_start, dt_end, ls_symbols, max_alloc ) 88 | 89 | # Example 2 90 | #dt_start = dt.datetime(2010,1,1) 91 | #dt_end = dt.datetime(2010,12,31) 92 | #ls_symbols = ['AXP', 'HPQ', 'IBM', 'HNZ'] 93 | #ls_allocation = [0.0, 0.0, 0.0, 1.0] 94 | 95 | #max_alloc = optimal_allocation_4( dt_start, dt_end, ls_symbols ) 96 | #print_simulate( dt_start, dt_end, ls_symbols, ls_allocation ) 97 | 98 | 99 | -------------------------------------------------------------------------------- /HW2/SP500port.csv: -------------------------------------------------------------------------------- 1 | symbol 2 | SPY 3 | MMM 4 | ACE 5 | ABT 6 | ANF 7 | ACN 8 | ADBE 9 | AMD 10 | AES 11 | AET 12 | AFL 13 | A 14 | GAS 15 | APD 16 | ARG 17 | AKAM 18 | AA 19 | ATI 20 | AGN 21 | ALL 22 | ALTR 23 | MO 24 | AMZN 25 | AEE 26 | AEP 27 | AXP 28 | AIG 29 | AMT 30 | AMP 31 | ABC 32 | AMGN 33 | APH 34 | APC 35 | ADI 36 | AON 37 | APA 38 | AIV 39 | APOL 40 | AAPL 41 | AMAT 42 | ADM 43 | AIZ 44 | T 45 | ADSK 46 | ADP 47 | AN 48 | AZO 49 | AVB 50 | AVY 51 | AVP 52 | BHI 53 | BLL 54 | BAC 55 | BK 56 | BCR 57 | BAX 58 | BBT 59 | BEAM 60 | BDX 61 | BBBY 62 | BMS 63 | BRK.B 64 | BBY 65 | BIG 66 | BIIB 67 | BLK 68 | HRB 69 | BMC 70 | BA 71 | BWA 72 | BXP 73 | BSX 74 | BMY 75 | BRCM 76 | BF.B 77 | CHRW 78 | CA 79 | CVC 80 | COG 81 | CAM 82 | CPB 83 | COF 84 | CAH 85 | CFN 86 | KMX 87 | CCL 88 | CAT 89 | CBG 90 | CBS 91 | CELG 92 | CNP 93 | CTL 94 | CERN 95 | CF 96 | SCHW 97 | CHK 98 | CVX 99 | CB 100 | CI 101 | CINF 102 | CTAS 103 | CSCO 104 | C 105 | CTXS 106 | CLF 107 | CLX 108 | CME 109 | CMS 110 | COH 111 | KO 112 | CCE 113 | CTSH 114 | CL 115 | CMCSA 116 | CMA 117 | CSC 118 | CAG 119 | COP 120 | CNX 121 | ED 122 | STZ 123 | CEG 124 | GLW 125 | COST 126 | CVH 127 | COV 128 | CSX 129 | CMI 130 | CVS 131 | DHI 132 | DHR 133 | DRI 134 | DVA 135 | DF 136 | DE 137 | DELL 138 | DNR 139 | XRAY 140 | DVN 141 | DV 142 | DO 143 | DTV 144 | DFS 145 | DISCA 146 | DLTR 147 | D 148 | RRD 149 | DOV 150 | DOW 151 | DPS 152 | DTE 153 | DD 154 | DUK 155 | DNB 156 | ETFC 157 | EMN 158 | ETN 159 | EBAY 160 | ECL 161 | EIX 162 | EW 163 | EP 164 | EA 165 | EMC 166 | EMR 167 | ETR 168 | EOG 169 | EQT 170 | EFX 171 | EQR 172 | EL 173 | EXC 174 | EXPE 175 | EXPD 176 | ESRX 177 | XOM 178 | FFIV 179 | FDO 180 | FAST 181 | FII 182 | FDX 183 | FIS 184 | FITB 185 | FHN 186 | FSLR 187 | FE 188 | FISV 189 | FLIR 190 | FLS 191 | FLR 192 | FMC 193 | FTI 194 | F 195 | FRX 196 | BEN 197 | FCX 198 | FTR 199 | GME 200 | GCI 201 | GPS 202 | GD 203 | GE 204 | GIS 205 | GPC 206 | GNW 207 | GILD 208 | GS 209 | GR 210 | GT 211 | GOOG 212 | GWW 213 | HAL 214 | HOG 215 | HAR 216 | HRS 217 | HIG 218 | HAS 219 | HCP 220 | HCN 221 | HNZ 222 | HP 223 | HES 224 | HPQ 225 | HD 226 | HON 227 | HRL 228 | HSP 229 | HST 230 | HCBK 231 | HUM 232 | HBAN 233 | ITW 234 | TEG 235 | INTC 236 | ICE 237 | IBM 238 | IFF 239 | IGT 240 | IP 241 | IPG 242 | INTU 243 | ISRG 244 | IVZ 245 | IRM 246 | XYL 247 | JBL 248 | JEC 249 | CBE 250 | JDSU 251 | JNJ 252 | JCI 253 | JOY 254 | JPM 255 | JNPR 256 | K 257 | KEY 258 | KMB 259 | KIM 260 | KLAC 261 | KSS 262 | KFT 263 | KR 264 | LLL 265 | LH 266 | LM 267 | LEG 268 | LEN 269 | LUK 270 | LXK 271 | LIFE 272 | LLY 273 | LTD 274 | LNC 275 | LLTC 276 | LMT 277 | L 278 | LO 279 | LOW 280 | LSI 281 | MTB 282 | M 283 | MRO 284 | MPC 285 | MAR 286 | MMC 287 | MAS 288 | ANR 289 | MA 290 | MAT 291 | MKC 292 | MCD 293 | MHP 294 | MCK 295 | MJN 296 | MWV 297 | MHS 298 | MDT 299 | MRK 300 | MET 301 | PCS 302 | MCHP 303 | MU 304 | MSFT 305 | MOLX 306 | TAP 307 | MON 308 | MCO 309 | MS 310 | MOS 311 | MMI 312 | MSI 313 | MUR 314 | MYL 315 | NBR 316 | NDAQ 317 | NOV 318 | NTAP 319 | NFLX 320 | NWL 321 | NFX 322 | NEM 323 | NWSA 324 | NEE 325 | NKE 326 | NI 327 | NE 328 | NBL 329 | JWN 330 | NSC 331 | NTRS 332 | NOC 333 | NU 334 | CMG 335 | NVLS 336 | NRG 337 | NUE 338 | NVDA 339 | NYX 340 | ORLY 341 | OXY 342 | OMC 343 | OKE 344 | ORCL 345 | OI 346 | PCAR 347 | IR 348 | PLL 349 | PH 350 | PDCO 351 | PAYX 352 | BTU 353 | JCP 354 | PBCT 355 | POM 356 | PEP 357 | PKI 358 | PRGO 359 | PFE 360 | PCG 361 | PM 362 | PNW 363 | PXD 364 | PBI 365 | PCL 366 | PNC 367 | RL 368 | PPG 369 | PPL 370 | PX 371 | PCP 372 | PCLN 373 | PFG 374 | PG 375 | PGN 376 | PGR 377 | PLD 378 | PRU 379 | PEG 380 | PSA 381 | PHM 382 | QEP 383 | PWR 384 | QCOM 385 | DGX 386 | RRC 387 | RTN 388 | RHT 389 | RF 390 | RSG 391 | RAI 392 | RHI 393 | ROK 394 | COL 395 | ROP 396 | ROST 397 | RDC 398 | R 399 | SWY 400 | SAI 401 | CRM 402 | SNDK 403 | SLE 404 | SCG 405 | SLB 406 | SNI 407 | SEE 408 | SHLD 409 | SRE 410 | SHW 411 | SIAL 412 | SPG 413 | SLM 414 | SJM 415 | SNA 416 | SO 417 | LUV 418 | SWN 419 | SE 420 | S 421 | STJ 422 | SWK 423 | SPLS 424 | SBUX 425 | HOT 426 | STT 427 | SRCL 428 | SYK 429 | SUN 430 | STI 431 | SVU 432 | SYMC 433 | SYY 434 | TROW 435 | TGT 436 | TEL 437 | TE 438 | THC 439 | TDC 440 | TER 441 | TSO 442 | TXN 443 | TXT 444 | HSY 445 | TRV 446 | TMO 447 | TIF 448 | TWX 449 | TWC 450 | TIE 451 | TJX 452 | TMK 453 | TSS 454 | TRIP 455 | TSN 456 | TYC 457 | USB 458 | UNP 459 | UNH 460 | UPS 461 | X 462 | UTX 463 | UNM 464 | URBN 465 | VFC 466 | VLO 467 | VAR 468 | VTR 469 | VRSN 470 | VZ 471 | VIAB 472 | V 473 | VNO 474 | VMC 475 | WMT 476 | WAG 477 | DIS 478 | WPO 479 | WM 480 | WAT 481 | WPI 482 | WLP 483 | WFC 484 | WDC 485 | WU 486 | WY 487 | WHR 488 | WFM 489 | WMB 490 | WIN 491 | WEC 492 | WPX 493 | WYN 494 | WYNN 495 | XEL 496 | XRX 497 | XLNX 498 | XL 499 | YHOO 500 | YUM 501 | ZMH 502 | ZION 503 | -------------------------------------------------------------------------------- /HW3/values2.csv: -------------------------------------------------------------------------------- 1 | 2011,01,14, 1000000.0 2 | 2011,01,18, 988255.0 3 | 2011,01,19, 985540.0 4 | 2011,01,20, 985980.0 5 | 2011,01,21, 984780.0 6 | 2011,01,24, 1001300.0 7 | 2011,01,25, 1008540.0 8 | 2011,01,26, 1006940.0 9 | 2011,01,27, 1007060.0 10 | 2011,01,28, 999620.0 11 | 2011,01,31, 1010780.0 12 | 2011,02,01, 1027700.0 13 | 2011,02,02, 1027620.0 14 | 2011,02,03, 1026690.0 15 | 2011,02,04, 1029400.0 16 | 2011,02,07, 1033390.0 17 | 2011,02,08, 1046200.0 18 | 2011,02,09, 1040440.0 19 | 2011,02,10, 1035540.0 20 | 2011,02,11, 1044160.0 21 | 2011,02,14, 1045290.0 22 | 2011,02,15, 1039770.0 23 | 2011,02,16, 1042080.0 24 | 2011,02,17, 1046480.0 25 | 2011,02,18, 1053700.0 26 | 2011,02,22, 1022270.0 27 | 2011,02,23, 1016300.0 28 | 2011,02,24, 1016160.0 29 | 2011,02,25, 1023420.0 30 | 2011,02,28, 1025180.0 31 | 2011,03,01, 1004900.0 32 | 2011,03,02, 1005690.0 33 | 2011,03,03, 1011666.0 34 | 2011,03,04, 1008696.0 35 | 2011,03,07, 1005276.0 36 | 2011,03,08, 1009506.0 37 | 2011,03,09, 1015950.0 38 | 2011,03,10, 1009038.0 39 | 2011,03,11, 1009776.0 40 | 2011,03,14, 1007904.0 41 | 2011,03,15, 1003638.0 42 | 2011,03,16, 992802.0 43 | 2011,03,17, 994926.0 44 | 2011,03,18, 998004.0 45 | 2011,03,21, 1001226.0 46 | 2011,03,22, 1001802.0 47 | 2011,03,23, 1004556.0 48 | 2011,03,24, 1005474.0 49 | 2011,03,25, 1009326.0 50 | 2011,03,28, 1007868.0 51 | 2011,03,29, 1010586.0 52 | 2011,03,30, 1011882.0 53 | 2011,03,31, 1010928.0 54 | 2011,04,01, 1013088.0 55 | 2011,04,04, 1013052.0 56 | 2011,04,05, 1012584.0 57 | 2011,04,06, 1012674.0 58 | 2011,04,07, 1013286.0 59 | 2011,04,08, 1012692.0 60 | 2011,04,11, 1012512.0 61 | 2011,04,12, 1011252.0 62 | 2011,04,13, 1012512.0 63 | 2011,04,14, 1014348.0 64 | 2011,04,15, 1016580.0 65 | 2011,04,18, 1016094.0 66 | 2011,04,19, 1015122.0 67 | 2011,04,20, 1013952.0 68 | 2011,04,21, 1020306.0 69 | 2011,04,25, 1019208.0 70 | 2011,04,26, 1020684.0 71 | 2011,04,27, 1024068.0 72 | 2011,04,28, 1024806.0 73 | 2011,04,29, 1024446.0 74 | 2011,05,02, 1027272.0 75 | 2011,05,03, 1028568.0 76 | 2011,05,04, 1024518.0 77 | 2011,05,05, 1020630.0 78 | 2011,05,06, 1021404.0 79 | 2011,05,09, 1021782.0 80 | 2011,05,10, 1024086.0 81 | 2011,05,11, 1022502.0 82 | 2011,05,12, 1027434.0 83 | 2011,05,13, 1023258.0 84 | 2011,05,16, 1021350.0 85 | 2011,05,17, 1024302.0 86 | 2011,05,18, 1024194.0 87 | 2011,05,19, 1024464.0 88 | 2011,05,20, 1023690.0 89 | 2011,05,23, 1020270.0 90 | 2011,05,24, 1019379.0 91 | 2011,05,25, 1018587.0 92 | 2011,05,26, 1016706.0 93 | 2011,05,27, 1017762.0 94 | 2011,05,31, 1022481.0 95 | 2011,06,01, 1014660.0 96 | 2011,06,02, 1013109.0 97 | 2011,06,03, 1013109.0 98 | 2011,06,06, 1013109.0 99 | 2011,06,07, 1013109.0 100 | 2011,06,08, 1013109.0 101 | 2011,06,09, 1013109.0 102 | 2011,06,10, 1013109.0 103 | 2011,06,13, 1013949.0 104 | 2011,06,14, 1020957.0 105 | 2011,06,15, 1014129.0 106 | 2011,06,16, 1012221.0 107 | 2011,06,17, 1006341.0 108 | 2011,06,20, 1000413.0 109 | 2011,06,21, 1012389.0 110 | 2011,06,22, 1009161.0 111 | 2011,06,23, 1019505.0 112 | 2011,06,24, 1013649.0 113 | 2011,06,27, 1020477.0 114 | 2011,06,28, 1024341.0 115 | 2011,06,29, 1022877.0 116 | 2011,06,30, 1024833.0 117 | 2011,07,01, 1033941.0 118 | 2011,07,05, 1041345.0 119 | 2011,07,06, 1044141.0 120 | 2011,07,07, 1050669.0 121 | 2011,07,08, 1053681.0 122 | 2011,07,11, 1046829.0 123 | 2011,07,12, 1046529.0 124 | 2011,07,13, 1051653.0 125 | 2011,07,14, 1051353.0 126 | 2011,07,15, 1059933.0 127 | 2011,07,18, 1070589.0 128 | 2011,07,19, 1074249.0 129 | 2011,07,20, 1086309.0 130 | 2011,07,21, 1086777.0 131 | 2011,07,22, 1093989.0 132 | 2011,07,25, 1100229.0 133 | 2011,07,26, 1106121.0 134 | 2011,07,27, 1093137.0 135 | 2011,07,28, 1092213.0 136 | 2011,07,29, 1090605.0 137 | 2011,08,01, 1098129.0 138 | 2011,08,02, 1088721.0 139 | 2011,08,03, 1093113.0 140 | 2011,08,04, 1074873.0 141 | 2011,08,05, 1070373.0 142 | 2011,08,08, 1045881.0 143 | 2011,08,09, 1070841.0 144 | 2011,08,10, 1057115.0 145 | 2011,08,11, 1069849.0 146 | 2011,08,12, 1073797.0 147 | 2011,08,15, 1081501.0 148 | 2011,08,16, 1077985.0 149 | 2011,08,17, 1077937.0 150 | 2011,08,18, 1060669.0 151 | 2011,08,19, 1048645.0 152 | 2011,08,22, 1049137.0 153 | 2011,08,23, 1069729.0 154 | 2011,08,24, 1072825.0 155 | 2011,08,25, 1069873.0 156 | 2011,08,26, 1081705.0 157 | 2011,08,29, 1089373.0 158 | 2011,08,30, 1089397.0 159 | 2011,08,31, 1083205.0 160 | 2011,09,01, 1078645.0 161 | 2011,09,02, 1070269.0 162 | 2011,09,06, 1077097.0 163 | 2011,09,07, 1082125.0 164 | 2011,09,08, 1082377.0 165 | 2011,09,09, 1074385.0 166 | 2011,09,12, 1077337.0 167 | 2011,09,13, 1082953.0 168 | 2011,09,14, 1088569.0 169 | 2011,09,15, 1092961.0 170 | 2011,09,16, 1102009.0 171 | 2011,09,19, 1115365.0 172 | 2011,09,20, 1117549.0 173 | 2011,09,21, 1115977.0 174 | 2011,09,22, 1103593.0 175 | 2011,09,23, 1106569.0 176 | 2011,09,26, 1105213.0 177 | 2011,09,27, 1100521.0 178 | 2011,09,28, 1097821.0 179 | 2011,09,29, 1090093.0 180 | 2011,09,30, 1078993.0 181 | 2011,10,03, 1070929.0 182 | 2011,10,04, 1068409.0 183 | 2011,10,05, 1075309.0 184 | 2011,10,06, 1074253.0 185 | 2011,10,07, 1065169.0 186 | 2011,10,10, 1087981.0 187 | 2011,10,11, 1101757.0 188 | 2011,10,12, 1104037.0 189 | 2011,10,13, 1111525.0 190 | 2011,10,14, 1127809.0 191 | 2011,10,17, 1125397.0 192 | 2011,10,18, 1128097.0 193 | 2011,10,19, 1099753.0 194 | 2011,10,20, 1095781.0 195 | 2011,10,21, 1092853.0 196 | 2011,10,24, 1108333.0 197 | 2011,10,25, 1098733.0 198 | 2011,10,26, 1102129.0 199 | 2011,10,27, 1107037.0 200 | 2011,10,28, 1107349.0 201 | 2011,10,31, 1107145.0 202 | 2011,11,01, 1097221.0 203 | 2011,11,02, 1098301.0 204 | 2011,11,03, 1105093.0 205 | 2011,11,04, 1101697.0 206 | 2011,11,07, 1101085.0 207 | 2011,11,08, 1108885.0 208 | 2011,11,09, 1095745.0 209 | 2011,11,10, 1083673.0 210 | 2011,11,11, 1082953.0 211 | 2011,11,14, 1076521.0 212 | 2011,11,15, 1088005.0 213 | 2011,11,16, 1083133.0 214 | 2011,11,17, 1074301.0 215 | 2011,11,18, 1071337.0 216 | 2011,11,21, 1064221.0 217 | 2011,11,22, 1073221.0 218 | 2011,11,23, 1061797.0 219 | 2011,11,25, 1057693.0 220 | 2011,11,28, 1072753.0 221 | 2011,11,29, 1069249.0 222 | 2011,11,30, 1080049.0 223 | 2011,12,01, 1086925.0 224 | 2011,12,02, 1089049.0 225 | 2011,12,05, 1093021.0 226 | 2011,12,06, 1090549.0 227 | 2011,12,07, 1088317.0 228 | 2011,12,08, 1090201.0 229 | 2011,12,09, 1093753.0 230 | 2011,12,12, 1091617.0 231 | 2011,12,13, 1087981.0 232 | 2011,12,14, 1077637.0 233 | -------------------------------------------------------------------------------- /HW3/values_q2.csv: -------------------------------------------------------------------------------- 1 | 2011,01,14, 1000000.0 2 | 2011,01,18, 988300.0 3 | 2011,01,19, 985600.0 4 | 2011,01,20, 986040.0 5 | 2011,01,21, 984880.0 6 | 2011,01,24, 1000920.0 7 | 2011,01,25, 1007960.0 8 | 2011,01,26, 1006400.0 9 | 2011,01,27, 1006520.0 10 | 2011,01,28, 999280.0 11 | 2011,01,31, 1010120.0 12 | 2011,02,01, 1026880.0 13 | 2011,02,02, 1026840.0 14 | 2011,02,03, 1025870.0 15 | 2011,02,04, 1028540.0 16 | 2011,02,07, 1032530.0 17 | 2011,02,08, 1045940.0 18 | 2011,02,09, 1040260.0 19 | 2011,02,10, 1035520.0 20 | 2011,02,11, 1044100.0 21 | 2011,02,14, 1045310.0 22 | 2011,02,15, 1039830.0 23 | 2011,02,16, 1042060.0 24 | 2011,02,17, 1046380.0 25 | 2011,02,18, 1053560.0 26 | 2011,02,22, 1022410.0 27 | 2011,02,23, 1016600.0 28 | 2011,02,24, 1016420.0 29 | 2011,02,25, 1023520.0 30 | 2011,02,28, 1025320.0 31 | 2011,03,01, 1005240.0 32 | 2011,03,02, 1005990.0 33 | 2011,03,03, 1011822.0 34 | 2011,03,04, 1008924.0 35 | 2011,03,07, 1005594.0 36 | 2011,03,08, 1009716.0 37 | 2011,03,09, 1015998.0 38 | 2011,03,10, 1009266.0 39 | 2011,03,11, 1009986.0 40 | 2011,03,14, 1008150.0 41 | 2011,03,15, 1003992.0 42 | 2011,03,16, 993426.0 43 | 2011,03,17, 995496.0 44 | 2011,03,18, 998502.0 45 | 2011,03,21, 1001634.0 46 | 2011,03,22, 1002210.0 47 | 2011,03,23, 1004892.0 48 | 2011,03,24, 1005792.0 49 | 2011,03,25, 1009536.0 50 | 2011,03,28, 1008114.0 51 | 2011,03,29, 1010778.0 52 | 2011,03,30, 1012038.0 53 | 2011,03,31, 1011102.0 54 | 2011,04,01, 1013208.0 55 | 2011,04,04, 1013172.0 56 | 2011,04,05, 1012722.0 57 | 2011,04,06, 1012812.0 58 | 2011,04,07, 1013406.0 59 | 2011,04,08, 1012830.0 60 | 2011,04,11, 1012650.0 61 | 2011,04,12, 1011426.0 62 | 2011,04,13, 1012650.0 63 | 2011,04,14, 1014432.0 64 | 2011,04,15, 1016610.0 65 | 2011,04,18, 1016142.0 66 | 2011,04,19, 1015188.0 67 | 2011,04,20, 1014054.0 68 | 2011,04,21, 1020246.0 69 | 2011,04,25, 1019184.0 70 | 2011,04,26, 1020624.0 71 | 2011,04,27, 1023918.0 72 | 2011,04,28, 1024638.0 73 | 2011,04,29, 1024278.0 74 | 2011,05,02, 1027032.0 75 | 2011,05,03, 1028310.0 76 | 2011,05,04, 1024350.0 77 | 2011,05,05, 1020570.0 78 | 2011,05,06, 1022640.0 79 | 2011,05,09, 1023018.0 80 | 2011,05,10, 1025268.0 81 | 2011,05,11, 1023720.0 82 | 2011,05,12, 1028544.0 83 | 2011,05,13, 1024458.0 84 | 2011,05,16, 1022586.0 85 | 2011,05,17, 1025484.0 86 | 2011,05,18, 1025376.0 87 | 2011,05,19, 1025646.0 88 | 2011,05,20, 1024890.0 89 | 2011,05,23, 1021542.0 90 | 2011,05,24, 1020651.0 91 | 2011,05,25, 1019892.0 92 | 2011,05,26, 1018044.0 93 | 2011,05,27, 1019067.0 94 | 2011,05,31, 1023687.0 95 | 2011,06,01, 1016031.0 96 | 2011,06,02, 1014513.0 97 | 2011,06,03, 1014513.0 98 | 2011,06,06, 1014513.0 99 | 2011,06,07, 1014513.0 100 | 2011,06,08, 1014513.0 101 | 2011,06,09, 1014513.0 102 | 2011,06,10, 1014513.0 103 | 2011,06,13, 1015341.0 104 | 2011,06,14, 1022325.0 105 | 2011,06,15, 1015521.0 106 | 2011,06,16, 1013625.0 107 | 2011,06,17, 1007769.0 108 | 2011,06,20, 1001865.0 109 | 2011,06,21, 1013793.0 110 | 2011,06,22, 1010577.0 111 | 2011,06,23, 1020873.0 112 | 2011,06,24, 1015041.0 113 | 2011,06,27, 1021845.0 114 | 2011,06,28, 1025697.0 115 | 2011,06,29, 1024233.0 116 | 2011,06,30, 1026177.0 117 | 2011,07,01, 1035249.0 118 | 2011,07,05, 1042629.0 119 | 2011,07,06, 1045413.0 120 | 2011,07,07, 1051905.0 121 | 2011,07,08, 1054905.0 122 | 2011,07,11, 1048089.0 123 | 2011,07,12, 1047789.0 124 | 2011,07,13, 1052889.0 125 | 2011,07,14, 1052589.0 126 | 2011,07,15, 1061133.0 127 | 2011,07,18, 1071741.0 128 | 2011,07,19, 1075389.0 129 | 2011,07,20, 1087401.0 130 | 2011,07,21, 1087857.0 131 | 2011,07,22, 1095045.0 132 | 2011,07,25, 1101261.0 133 | 2011,07,26, 1107129.0 134 | 2011,07,27, 1094193.0 135 | 2011,07,28, 1093269.0 136 | 2011,07,29, 1091673.0 137 | 2011,08,01, 1099161.0 138 | 2011,08,02, 1089801.0 139 | 2011,08,03, 1094169.0 140 | 2011,08,04, 1076013.0 141 | 2011,08,05, 1071525.0 142 | 2011,08,08, 1047141.0 143 | 2011,08,09, 1071993.0 144 | 2011,08,10, 1058327.0 145 | 2011,08,11, 1071001.0 146 | 2011,08,12, 1074937.0 147 | 2011,08,15, 1082605.0 148 | 2011,08,16, 1079101.0 149 | 2011,08,17, 1079053.0 150 | 2011,08,18, 1061869.0 151 | 2011,08,19, 1049893.0 152 | 2011,08,22, 1050385.0 153 | 2011,08,23, 1070881.0 154 | 2011,08,24, 1073965.0 155 | 2011,08,25, 1071025.0 156 | 2011,08,26, 1082809.0 157 | 2011,08,29, 1090441.0 158 | 2011,08,30, 1090465.0 159 | 2011,08,31, 1084297.0 160 | 2011,09,01, 1079761.0 161 | 2011,09,02, 1071421.0 162 | 2011,09,06, 1078225.0 163 | 2011,09,07, 1083229.0 164 | 2011,09,08, 1083481.0 165 | 2011,09,09, 1075525.0 166 | 2011,09,12, 1078465.0 167 | 2011,09,13, 1084057.0 168 | 2011,09,14, 1089649.0 169 | 2011,09,15, 1094017.0 170 | 2011,09,16, 1103029.0 171 | 2011,09,19, 1116325.0 172 | 2011,09,20, 1118497.0 173 | 2011,09,21, 1116937.0 174 | 2011,09,22, 1104601.0 175 | 2011,09,23, 1107565.0 176 | 2011,09,26, 1106221.0 177 | 2011,09,27, 1101541.0 178 | 2011,09,28, 1098853.0 179 | 2011,09,29, 1091161.0 180 | 2011,09,30, 1080109.0 181 | 2011,10,03, 1072081.0 182 | 2011,10,04, 1069573.0 183 | 2011,10,05, 1076437.0 184 | 2011,10,06, 1075393.0 185 | 2011,10,07, 1066345.0 186 | 2011,10,10, 1089061.0 187 | 2011,10,11, 1102777.0 188 | 2011,10,12, 1105045.0 189 | 2011,10,13, 1112497.0 190 | 2011,10,14, 1128721.0 191 | 2011,10,17, 1126309.0 192 | 2011,10,18, 1128997.0 193 | 2011,10,19, 1100785.0 194 | 2011,10,20, 1096825.0 195 | 2011,10,21, 1093909.0 196 | 2011,10,24, 1109329.0 197 | 2011,10,25, 1099765.0 198 | 2011,10,26, 1103149.0 199 | 2011,10,27, 1108033.0 200 | 2011,10,28, 1108345.0 201 | 2011,10,31, 1108141.0 202 | 2011,11,01, 1098253.0 203 | 2011,11,02, 1099333.0 204 | 2011,11,03, 1106101.0 205 | 2011,11,04, 1102717.0 206 | 2011,11,07, 1102105.0 207 | 2011,11,08, 1109869.0 208 | 2011,11,09, 1096789.0 209 | 2011,11,10, 1084765.0 210 | 2011,11,11, 1084057.0 211 | 2011,11,14, 1077649.0 212 | 2011,11,15, 1089085.0 213 | 2011,11,16, 1084237.0 214 | 2011,11,17, 1075441.0 215 | 2011,11,18, 1072489.0 216 | 2011,11,21, 1065397.0 217 | 2011,11,22, 1074361.0 218 | 2011,11,23, 1062985.0 219 | 2011,11,25, 1058905.0 220 | 2011,11,28, 1073893.0 221 | 2011,11,29, 1070401.0 222 | 2011,11,30, 1081165.0 223 | 2011,12,01, 1088005.0 224 | 2011,12,02, 1090117.0 225 | 2011,12,05, 1094077.0 226 | 2011,12,06, 1091617.0 227 | 2011,12,07, 1089397.0 228 | 2011,12,08, 1091269.0 229 | 2011,12,09, 1094809.0 230 | 2011,12,12, 1092673.0 231 | 2011,12,13, 1089061.0 232 | 2011,12,14, 1078753.0 233 | -------------------------------------------------------------------------------- /HW3/values.csv: -------------------------------------------------------------------------------- 1 | 2011,01,10, 1000000.0 2 | 2011,01,11, 998785.0 3 | 2011,01,12, 1002955.0 4 | 2011,01,13, 1004845.0 5 | 2011,01,14, 1009565.0 6 | 2011,01,18, 1012165.0 7 | 2011,01,19, 1032325.0 8 | 2011,01,20, 1032765.0 9 | 2011,01,21, 1031565.0 10 | 2011,01,24, 1048085.0 11 | 2011,01,25, 1055325.0 12 | 2011,01,26, 1053725.0 13 | 2011,01,27, 1054135.0 14 | 2011,01,28, 1030895.0 15 | 2011,01,31, 1041425.0 16 | 2011,02,01, 1058345.0 17 | 2011,02,02, 1058265.0 18 | 2011,02,03, 1057215.0 19 | 2011,02,04, 1060565.0 20 | 2011,02,07, 1064555.0 21 | 2011,02,08, 1077365.0 22 | 2011,02,09, 1071605.0 23 | 2011,02,10, 1066705.0 24 | 2011,02,11, 1073805.0 25 | 2011,02,14, 1074935.0 26 | 2011,02,15, 1069415.0 27 | 2011,02,16, 1071725.0 28 | 2011,02,17, 1076125.0 29 | 2011,02,18, 1083345.0 30 | 2011,02,22, 1051915.0 31 | 2011,02,23, 1045945.0 32 | 2011,02,24, 1045805.0 33 | 2011,02,25, 1053065.0 34 | 2011,02,28, 1054825.0 35 | 2011,03,01, 1034545.0 36 | 2011,03,02, 1035335.0 37 | 2011,03,03, 1057385.0 38 | 2011,03,04, 1054415.0 39 | 2011,03,07, 1050995.0 40 | 2011,03,08, 1055225.0 41 | 2011,03,09, 1061669.0 42 | 2011,03,10, 1054757.0 43 | 2011,03,11, 1055495.0 44 | 2011,03,14, 1053623.0 45 | 2011,03,15, 1049357.0 46 | 2011,03,16, 1038521.0 47 | 2011,03,17, 1040645.0 48 | 2011,03,18, 1043723.0 49 | 2011,03,21, 1046945.0 50 | 2011,03,22, 1047521.0 51 | 2011,03,23, 1050275.0 52 | 2011,03,24, 1051193.0 53 | 2011,03,25, 1055045.0 54 | 2011,03,28, 1053587.0 55 | 2011,03,29, 1056305.0 56 | 2011,03,30, 1057601.0 57 | 2011,03,31, 1056647.0 58 | 2011,04,01, 1058807.0 59 | 2011,04,04, 1058771.0 60 | 2011,04,05, 1058303.0 61 | 2011,04,06, 1058393.0 62 | 2011,04,07, 1059005.0 63 | 2011,04,08, 1058411.0 64 | 2011,04,11, 1058231.0 65 | 2011,04,12, 1056971.0 66 | 2011,04,13, 1058231.0 67 | 2011,04,14, 1060067.0 68 | 2011,04,15, 1062299.0 69 | 2011,04,18, 1061813.0 70 | 2011,04,19, 1060841.0 71 | 2011,04,20, 1059671.0 72 | 2011,04,21, 1066025.0 73 | 2011,04,25, 1064927.0 74 | 2011,04,26, 1066403.0 75 | 2011,04,27, 1069787.0 76 | 2011,04,28, 1070525.0 77 | 2011,04,29, 1070165.0 78 | 2011,05,02, 1072991.0 79 | 2011,05,03, 1074287.0 80 | 2011,05,04, 1066862.0 81 | 2011,05,05, 1059734.0 82 | 2011,05,06, 1061153.0 83 | 2011,05,09, 1061846.0 84 | 2011,05,10, 1066070.0 85 | 2011,05,11, 1063166.0 86 | 2011,05,12, 1072208.0 87 | 2011,05,13, 1064552.0 88 | 2011,05,16, 1061054.0 89 | 2011,05,17, 1066466.0 90 | 2011,05,18, 1066268.0 91 | 2011,05,19, 1066763.0 92 | 2011,05,20, 1065344.0 93 | 2011,05,23, 1059074.0 94 | 2011,05,24, 1058183.0 95 | 2011,05,25, 1057391.0 96 | 2011,05,26, 1055510.0 97 | 2011,05,27, 1056566.0 98 | 2011,05,31, 1061285.0 99 | 2011,06,01, 1053464.0 100 | 2011,06,02, 1051913.0 101 | 2011,06,03, 1048481.0 102 | 2011,06,06, 1048481.0 103 | 2011,06,07, 1048481.0 104 | 2011,06,08, 1048481.0 105 | 2011,06,09, 1048481.0 106 | 2011,06,10, 1048481.0 107 | 2011,06,13, 1049321.0 108 | 2011,06,14, 1056329.0 109 | 2011,06,15, 1049501.0 110 | 2011,06,16, 1047593.0 111 | 2011,06,17, 1041713.0 112 | 2011,06,20, 1035785.0 113 | 2011,06,21, 1047761.0 114 | 2011,06,22, 1044533.0 115 | 2011,06,23, 1054877.0 116 | 2011,06,24, 1049021.0 117 | 2011,06,27, 1055849.0 118 | 2011,06,28, 1059713.0 119 | 2011,06,29, 1058249.0 120 | 2011,06,30, 1060205.0 121 | 2011,07,01, 1069313.0 122 | 2011,07,05, 1076717.0 123 | 2011,07,06, 1079513.0 124 | 2011,07,07, 1086041.0 125 | 2011,07,08, 1089053.0 126 | 2011,07,11, 1082201.0 127 | 2011,07,12, 1081901.0 128 | 2011,07,13, 1087025.0 129 | 2011,07,14, 1086725.0 130 | 2011,07,15, 1095305.0 131 | 2011,07,18, 1105961.0 132 | 2011,07,19, 1109621.0 133 | 2011,07,20, 1121681.0 134 | 2011,07,21, 1122149.0 135 | 2011,07,22, 1129361.0 136 | 2011,07,25, 1135601.0 137 | 2011,07,26, 1141493.0 138 | 2011,07,27, 1128509.0 139 | 2011,07,28, 1127585.0 140 | 2011,07,29, 1125977.0 141 | 2011,08,01, 1133501.0 142 | 2011,08,02, 1124093.0 143 | 2011,08,03, 1128485.0 144 | 2011,08,04, 1110245.0 145 | 2011,08,05, 1105745.0 146 | 2011,08,08, 1081253.0 147 | 2011,08,09, 1106213.0 148 | 2011,08,10, 1093829.0 149 | 2011,08,11, 1105841.0 150 | 2011,08,12, 1109789.0 151 | 2011,08,15, 1117493.0 152 | 2011,08,16, 1113977.0 153 | 2011,08,17, 1113929.0 154 | 2011,08,18, 1096661.0 155 | 2011,08,19, 1084637.0 156 | 2011,08,22, 1085129.0 157 | 2011,08,23, 1105721.0 158 | 2011,08,24, 1108817.0 159 | 2011,08,25, 1105865.0 160 | 2011,08,26, 1117697.0 161 | 2011,08,29, 1125365.0 162 | 2011,08,30, 1125389.0 163 | 2011,08,31, 1119197.0 164 | 2011,09,01, 1114637.0 165 | 2011,09,02, 1106261.0 166 | 2011,09,06, 1113089.0 167 | 2011,09,07, 1118117.0 168 | 2011,09,08, 1118369.0 169 | 2011,09,09, 1110377.0 170 | 2011,09,12, 1113329.0 171 | 2011,09,13, 1118945.0 172 | 2011,09,14, 1124561.0 173 | 2011,09,15, 1128953.0 174 | 2011,09,16, 1138001.0 175 | 2011,09,19, 1151357.0 176 | 2011,09,20, 1153541.0 177 | 2011,09,21, 1151969.0 178 | 2011,09,22, 1139585.0 179 | 2011,09,23, 1142561.0 180 | 2011,09,26, 1141205.0 181 | 2011,09,27, 1136513.0 182 | 2011,09,28, 1133813.0 183 | 2011,09,29, 1126085.0 184 | 2011,09,30, 1114985.0 185 | 2011,10,03, 1106921.0 186 | 2011,10,04, 1104401.0 187 | 2011,10,05, 1111301.0 188 | 2011,10,06, 1110245.0 189 | 2011,10,07, 1101161.0 190 | 2011,10,10, 1123973.0 191 | 2011,10,11, 1137749.0 192 | 2011,10,12, 1140029.0 193 | 2011,10,13, 1147517.0 194 | 2011,10,14, 1163801.0 195 | 2011,10,17, 1161389.0 196 | 2011,10,18, 1164089.0 197 | 2011,10,19, 1135745.0 198 | 2011,10,20, 1131773.0 199 | 2011,10,21, 1128845.0 200 | 2011,10,24, 1144325.0 201 | 2011,10,25, 1134725.0 202 | 2011,10,26, 1138121.0 203 | 2011,10,27, 1143029.0 204 | 2011,10,28, 1143341.0 205 | 2011,10,31, 1143137.0 206 | 2011,11,01, 1133213.0 207 | 2011,11,02, 1134293.0 208 | 2011,11,03, 1141085.0 209 | 2011,11,04, 1137689.0 210 | 2011,11,07, 1137077.0 211 | 2011,11,08, 1144877.0 212 | 2011,11,09, 1131737.0 213 | 2011,11,10, 1119665.0 214 | 2011,11,11, 1118945.0 215 | 2011,11,14, 1112513.0 216 | 2011,11,15, 1123997.0 217 | 2011,11,16, 1119125.0 218 | 2011,11,17, 1110293.0 219 | 2011,11,18, 1107329.0 220 | 2011,11,21, 1100213.0 221 | 2011,11,22, 1109213.0 222 | 2011,11,23, 1097789.0 223 | 2011,11,25, 1093685.0 224 | 2011,11,28, 1108745.0 225 | 2011,11,29, 1105241.0 226 | 2011,11,30, 1116041.0 227 | 2011,12,01, 1122917.0 228 | 2011,12,02, 1125041.0 229 | 2011,12,05, 1129013.0 230 | 2011,12,06, 1126541.0 231 | 2011,12,07, 1124309.0 232 | 2011,12,08, 1126193.0 233 | 2011,12,09, 1129745.0 234 | 2011,12,12, 1127609.0 235 | 2011,12,13, 1123973.0 236 | 2011,12,14, 1113629.0 237 | 2011,12,15, 1112129.0 238 | 2011,12,16, 1114625.0 239 | 2011,12,19, 1116053.0 240 | 2011,12,20, 1132541.0 241 | -------------------------------------------------------------------------------- /HW3/values_q1.csv: -------------------------------------------------------------------------------- 1 | 2011,01,10, 1000000.0 2 | 2011,01,11, 998785.0 3 | 2011,01,12, 1002940.0 4 | 2011,01,13, 1004815.0 5 | 2011,01,14, 1009415.0 6 | 2011,01,18, 1011935.0 7 | 2011,01,19, 1031495.0 8 | 2011,01,20, 1031935.0 9 | 2011,01,21, 1030775.0 10 | 2011,01,24, 1046815.0 11 | 2011,01,25, 1053855.0 12 | 2011,01,26, 1052295.0 13 | 2011,01,27, 1052705.0 14 | 2011,01,28, 1029665.0 15 | 2011,01,31, 1039875.0 16 | 2011,02,01, 1056635.0 17 | 2011,02,02, 1056595.0 18 | 2011,02,03, 1055505.0 19 | 2011,02,04, 1058775.0 20 | 2011,02,07, 1062765.0 21 | 2011,02,08, 1076175.0 22 | 2011,02,09, 1070495.0 23 | 2011,02,10, 1065755.0 24 | 2011,02,11, 1072855.0 25 | 2011,02,14, 1074065.0 26 | 2011,02,15, 1068585.0 27 | 2011,02,16, 1070815.0 28 | 2011,02,17, 1075135.0 29 | 2011,02,18, 1082315.0 30 | 2011,02,22, 1051165.0 31 | 2011,02,23, 1045355.0 32 | 2011,02,24, 1045175.0 33 | 2011,02,25, 1052275.0 34 | 2011,02,28, 1054075.0 35 | 2011,03,01, 1033995.0 36 | 2011,03,02, 1034745.0 37 | 2011,03,03, 1056475.0 38 | 2011,03,04, 1053577.0 39 | 2011,03,07, 1050247.0 40 | 2011,03,08, 1054369.0 41 | 2011,03,09, 1060651.0 42 | 2011,03,10, 1053919.0 43 | 2011,03,11, 1054639.0 44 | 2011,03,14, 1052803.0 45 | 2011,03,15, 1048645.0 46 | 2011,03,16, 1038079.0 47 | 2011,03,17, 1040149.0 48 | 2011,03,18, 1043155.0 49 | 2011,03,21, 1046287.0 50 | 2011,03,22, 1046863.0 51 | 2011,03,23, 1049545.0 52 | 2011,03,24, 1050445.0 53 | 2011,03,25, 1054189.0 54 | 2011,03,28, 1052767.0 55 | 2011,03,29, 1055431.0 56 | 2011,03,30, 1056691.0 57 | 2011,03,31, 1055755.0 58 | 2011,04,01, 1057861.0 59 | 2011,04,04, 1057825.0 60 | 2011,04,05, 1057375.0 61 | 2011,04,06, 1057465.0 62 | 2011,04,07, 1058059.0 63 | 2011,04,08, 1057483.0 64 | 2011,04,11, 1057303.0 65 | 2011,04,12, 1056079.0 66 | 2011,04,13, 1057303.0 67 | 2011,04,14, 1059085.0 68 | 2011,04,15, 1061263.0 69 | 2011,04,18, 1060795.0 70 | 2011,04,19, 1059841.0 71 | 2011,04,20, 1058707.0 72 | 2011,04,21, 1064899.0 73 | 2011,04,25, 1063837.0 74 | 2011,04,26, 1065277.0 75 | 2011,04,27, 1068571.0 76 | 2011,04,28, 1069291.0 77 | 2011,04,29, 1068931.0 78 | 2011,05,02, 1071685.0 79 | 2011,05,03, 1072963.0 80 | 2011,05,04, 1065703.0 81 | 2011,05,05, 1058773.0 82 | 2011,05,06, 1062568.0 83 | 2011,05,09, 1063261.0 84 | 2011,05,10, 1067386.0 85 | 2011,05,11, 1064548.0 86 | 2011,05,12, 1073392.0 87 | 2011,05,13, 1065901.0 88 | 2011,05,16, 1062469.0 89 | 2011,05,17, 1067782.0 90 | 2011,05,18, 1067584.0 91 | 2011,05,19, 1068079.0 92 | 2011,05,20, 1066693.0 93 | 2011,05,23, 1060555.0 94 | 2011,05,24, 1059664.0 95 | 2011,05,25, 1058905.0 96 | 2011,05,26, 1057057.0 97 | 2011,05,27, 1058080.0 98 | 2011,05,31, 1062700.0 99 | 2011,06,01, 1055044.0 100 | 2011,06,02, 1053526.0 101 | 2011,06,03, 1050160.0 102 | 2011,06,06, 1050160.0 103 | 2011,06,07, 1050160.0 104 | 2011,06,08, 1050160.0 105 | 2011,06,09, 1050160.0 106 | 2011,06,10, 1050160.0 107 | 2011,06,13, 1050988.0 108 | 2011,06,14, 1057972.0 109 | 2011,06,15, 1051168.0 110 | 2011,06,16, 1049272.0 111 | 2011,06,17, 1043416.0 112 | 2011,06,20, 1037512.0 113 | 2011,06,21, 1049440.0 114 | 2011,06,22, 1046224.0 115 | 2011,06,23, 1056520.0 116 | 2011,06,24, 1050688.0 117 | 2011,06,27, 1057492.0 118 | 2011,06,28, 1061344.0 119 | 2011,06,29, 1059880.0 120 | 2011,06,30, 1061824.0 121 | 2011,07,01, 1070896.0 122 | 2011,07,05, 1078276.0 123 | 2011,07,06, 1081060.0 124 | 2011,07,07, 1087552.0 125 | 2011,07,08, 1090552.0 126 | 2011,07,11, 1083736.0 127 | 2011,07,12, 1083436.0 128 | 2011,07,13, 1088536.0 129 | 2011,07,14, 1088236.0 130 | 2011,07,15, 1096780.0 131 | 2011,07,18, 1107388.0 132 | 2011,07,19, 1111036.0 133 | 2011,07,20, 1123048.0 134 | 2011,07,21, 1123504.0 135 | 2011,07,22, 1130692.0 136 | 2011,07,25, 1136908.0 137 | 2011,07,26, 1142776.0 138 | 2011,07,27, 1129840.0 139 | 2011,07,28, 1128916.0 140 | 2011,07,29, 1127320.0 141 | 2011,08,01, 1134808.0 142 | 2011,08,02, 1125448.0 143 | 2011,08,03, 1129816.0 144 | 2011,08,04, 1111660.0 145 | 2011,08,05, 1107172.0 146 | 2011,08,08, 1082788.0 147 | 2011,08,09, 1107640.0 148 | 2011,08,10, 1095316.0 149 | 2011,08,11, 1107268.0 150 | 2011,08,12, 1111204.0 151 | 2011,08,15, 1118872.0 152 | 2011,08,16, 1115368.0 153 | 2011,08,17, 1115320.0 154 | 2011,08,18, 1098136.0 155 | 2011,08,19, 1086160.0 156 | 2011,08,22, 1086652.0 157 | 2011,08,23, 1107148.0 158 | 2011,08,24, 1110232.0 159 | 2011,08,25, 1107292.0 160 | 2011,08,26, 1119076.0 161 | 2011,08,29, 1126708.0 162 | 2011,08,30, 1126732.0 163 | 2011,08,31, 1120564.0 164 | 2011,09,01, 1116028.0 165 | 2011,09,02, 1107688.0 166 | 2011,09,06, 1114492.0 167 | 2011,09,07, 1119496.0 168 | 2011,09,08, 1119748.0 169 | 2011,09,09, 1111792.0 170 | 2011,09,12, 1114732.0 171 | 2011,09,13, 1120324.0 172 | 2011,09,14, 1125916.0 173 | 2011,09,15, 1130284.0 174 | 2011,09,16, 1139296.0 175 | 2011,09,19, 1152592.0 176 | 2011,09,20, 1154764.0 177 | 2011,09,21, 1153204.0 178 | 2011,09,22, 1140868.0 179 | 2011,09,23, 1143832.0 180 | 2011,09,26, 1142488.0 181 | 2011,09,27, 1137808.0 182 | 2011,09,28, 1135120.0 183 | 2011,09,29, 1127428.0 184 | 2011,09,30, 1116376.0 185 | 2011,10,03, 1108348.0 186 | 2011,10,04, 1105840.0 187 | 2011,10,05, 1112704.0 188 | 2011,10,06, 1111660.0 189 | 2011,10,07, 1102612.0 190 | 2011,10,10, 1125328.0 191 | 2011,10,11, 1139044.0 192 | 2011,10,12, 1141312.0 193 | 2011,10,13, 1148764.0 194 | 2011,10,14, 1164988.0 195 | 2011,10,17, 1162576.0 196 | 2011,10,18, 1165264.0 197 | 2011,10,19, 1137052.0 198 | 2011,10,20, 1133092.0 199 | 2011,10,21, 1130176.0 200 | 2011,10,24, 1145596.0 201 | 2011,10,25, 1136032.0 202 | 2011,10,26, 1139416.0 203 | 2011,10,27, 1144300.0 204 | 2011,10,28, 1144612.0 205 | 2011,10,31, 1144408.0 206 | 2011,11,01, 1134520.0 207 | 2011,11,02, 1135600.0 208 | 2011,11,03, 1142368.0 209 | 2011,11,04, 1138984.0 210 | 2011,11,07, 1138372.0 211 | 2011,11,08, 1146136.0 212 | 2011,11,09, 1133056.0 213 | 2011,11,10, 1121032.0 214 | 2011,11,11, 1120324.0 215 | 2011,11,14, 1113916.0 216 | 2011,11,15, 1125352.0 217 | 2011,11,16, 1120504.0 218 | 2011,11,17, 1111708.0 219 | 2011,11,18, 1108756.0 220 | 2011,11,21, 1101664.0 221 | 2011,11,22, 1110628.0 222 | 2011,11,23, 1099252.0 223 | 2011,11,25, 1095172.0 224 | 2011,11,28, 1110160.0 225 | 2011,11,29, 1106668.0 226 | 2011,11,30, 1117432.0 227 | 2011,12,01, 1124272.0 228 | 2011,12,02, 1126384.0 229 | 2011,12,05, 1130344.0 230 | 2011,12,06, 1127884.0 231 | 2011,12,07, 1125664.0 232 | 2011,12,08, 1127536.0 233 | 2011,12,09, 1131076.0 234 | 2011,12,12, 1128940.0 235 | 2011,12,13, 1125328.0 236 | 2011,12,14, 1115020.0 237 | 2011,12,15, 1113532.0 238 | 2011,12,16, 1116016.0 239 | 2011,12,19, 1117444.0 240 | 2011,12,20, 1133860.0 241 | -------------------------------------------------------------------------------- /HW7/order_hw7.csv: -------------------------------------------------------------------------------- 1 | 2009,09,22,ACE,Buy,100 2 | 2009,09,29,ACE,Sell,100 3 | 2009,08,28,ACN,Buy,100 4 | 2009,09,04,ACN,Sell,100 5 | 2008,08,05,ADM,Buy,100 6 | 2008,08,12,ADM,Sell,100 7 | 2009,09,10,AEE,Buy,100 8 | 2009,09,17,AEE,Sell,100 9 | 2008,05,15,AEP,Buy,100 10 | 2008,05,22,AEP,Sell,100 11 | 2009,04,29,AET,Buy,100 12 | 2009,05,06,AET,Sell,100 13 | 2009,05,01,AGN,Buy,100 14 | 2009,05,08,AGN,Sell,100 15 | 2009,10,19,AIG,Buy,100 16 | 2009,10,26,AIG,Sell,100 17 | 2009,05,04,AMT,Buy,100 18 | 2009,05,11,AMT,Sell,100 19 | 2009,05,08,AMT,Buy,100 20 | 2009,05,15,AMT,Sell,100 21 | 2009,05,01,AON,Buy,100 22 | 2009,05,08,AON,Sell,100 23 | 2008,08,11,APD,Buy,100 24 | 2008,08,18,APD,Sell,100 25 | 2009,12,21,APD,Buy,100 26 | 2009,12,29,APD,Sell,100 27 | 2009,07,22,ATI,Buy,100 28 | 2009,07,29,ATI,Sell,100 29 | 2009,05,08,AZO,Buy,100 30 | 2009,05,15,AZO,Sell,100 31 | 2009,08,03,AZO,Buy,100 32 | 2009,08,10,AZO,Sell,100 33 | 2009,06,04,BAX,Buy,100 34 | 2009,06,11,BAX,Sell,100 35 | 2009,10,15,BAX,Buy,100 36 | 2009,10,22,BAX,Sell,100 37 | 2009,05,07,BBBY,Buy,100 38 | 2009,05,14,BBBY,Sell,100 39 | 2009,07,23,BCR,Buy,100 40 | 2009,07,30,BCR,Sell,100 41 | 2009,07,27,BCR,Buy,100 42 | 2009,08,03,BCR,Sell,100 43 | 2008,05,19,BDX,Buy,100 44 | 2008,05,27,BDX,Sell,100 45 | 2009,05,29,BF.B,Buy,100 46 | 2009,06,05,BF.B,Sell,100 47 | 2009,04,30,BLL,Buy,100 48 | 2009,05,07,BLL,Sell,100 49 | 2009,12,14,C,Buy,100 50 | 2009,12,21,C,Sell,100 51 | 2009,12,21,CAG,Buy,100 52 | 2009,12,29,CAG,Sell,100 53 | 2009,06,02,CAH,Buy,100 54 | 2009,06,09,CAH,Sell,100 55 | 2008,07,30,CBG,Buy,100 56 | 2008,08,06,CBG,Sell,100 57 | 2008,05,15,CELG,Buy,100 58 | 2008,05,22,CELG,Sell,100 59 | 2008,08,11,CF,Buy,100 60 | 2008,08,18,CF,Sell,100 61 | 2009,09,17,CLX,Buy,100 62 | 2009,09,24,CLX,Sell,100 63 | 2008,05,19,CPB,Buy,100 64 | 2008,05,27,CPB,Sell,100 65 | 2009,05,29,CTAS,Buy,100 66 | 2009,06,05,CTAS,Sell,100 67 | 2009,12,23,CTAS,Buy,100 68 | 2009,12,30,CTAS,Sell,100 69 | 2009,09,18,CVH,Buy,100 70 | 2009,09,25,CVH,Sell,100 71 | 2009,05,05,DF,Buy,100 72 | 2009,05,12,DF,Sell,100 73 | 2009,07,28,DGX,Buy,100 74 | 2009,08,04,DGX,Sell,100 75 | 2009,09,16,DGX,Buy,100 76 | 2009,09,23,DGX,Sell,100 77 | 2009,05,01,DLTR,Buy,100 78 | 2009,05,08,DLTR,Sell,100 79 | 2008,05,01,DNR,Buy,100 80 | 2008,05,08,DNR,Sell,100 81 | 2008,08,05,DNR,Buy,100 82 | 2008,08,12,DNR,Sell,100 83 | 2008,08,11,DO,Buy,100 84 | 2008,08,18,DO,Sell,100 85 | 2009,06,05,DTV,Buy,100 86 | 2009,06,12,DTV,Sell,100 87 | 2009,05,04,DV,Buy,100 88 | 2009,05,11,DV,Sell,100 89 | 2008,05,16,EA,Buy,100 90 | 2008,05,23,EA,Sell,100 91 | 2009,06,05,EFX,Buy,100 92 | 2009,06,12,EFX,Sell,100 93 | 2009,08,28,EW,Buy,100 94 | 2009,09,04,EW,Sell,100 95 | 2008,05,19,EXPE,Buy,100 96 | 2008,05,27,EXPE,Sell,100 97 | 2009,09,17,F,Buy,100 98 | 2009,09,24,F,Sell,100 99 | 2009,05,07,FDO,Buy,100 100 | 2009,05,14,FDO,Sell,100 101 | 2009,05,29,FLIR,Buy,100 102 | 2009,06,05,FLIR,Sell,100 103 | 2008,08,05,FLS,Buy,100 104 | 2008,08,12,FLS,Sell,100 105 | 2008,08,11,FSLR,Buy,100 106 | 2008,08,18,FSLR,Sell,100 107 | 2009,03,18,GIS,Buy,100 108 | 2009,03,25,GIS,Sell,100 109 | 2009,05,06,GME,Buy,100 110 | 2009,05,13,GME,Sell,100 111 | 2008,02,26,GOOG,Buy,100 112 | 2008,03,04,GOOG,Sell,100 113 | 2009,08,28,GT,Buy,100 114 | 2009,09,04,GT,Sell,100 115 | 2009,12,28,HAR,Buy,100 116 | 2009,12,30,HAR,Sell,100 117 | 2009,08,25,HCBK,Buy,100 118 | 2009,09,01,HCBK,Sell,100 119 | 2009,03,24,HRB,Buy,100 120 | 2009,03,31,HRB,Sell,100 121 | 2009,01,06,ICE,Buy,100 122 | 2009,01,13,ICE,Sell,100 123 | 2008,05,01,IFF,Buy,100 124 | 2008,05,08,IFF,Sell,100 125 | 2009,05,01,IFF,Buy,100 126 | 2009,05,08,IFF,Sell,100 127 | 2009,08,21,INTU,Buy,100 128 | 2009,08,28,INTU,Sell,100 129 | 2008,05,02,IP,Buy,100 130 | 2008,05,09,IP,Sell,100 131 | 2008,04,18,ISRG,Buy,100 132 | 2008,04,25,ISRG,Sell,100 133 | 2008,05,01,JDSU,Buy,100 134 | 2008,05,08,JDSU,Sell,100 135 | 2009,04,30,JEC,Buy,100 136 | 2009,05,07,JEC,Sell,100 137 | 2009,11,17,JEC,Buy,100 138 | 2009,11,24,JEC,Sell,100 139 | 2009,08,03,K,Buy,100 140 | 2009,08,10,K,Sell,100 141 | 2009,07,21,KEY,Buy,100 142 | 2009,07,28,KEY,Sell,100 143 | 2008,04,28,KFT,Buy,100 144 | 2008,05,05,KFT,Sell,100 145 | 2008,04,25,KO,Buy,100 146 | 2008,05,02,KO,Sell,100 147 | 2009,09,15,KR,Buy,100 148 | 2009,09,22,KR,Sell,100 149 | 2009,05,01,KSS,Buy,100 150 | 2009,05,08,KSS,Sell,100 151 | 2009,09,16,LH,Buy,100 152 | 2009,09,23,LH,Sell,100 153 | 2008,04,21,LLY,Buy,100 154 | 2008,04,28,LLY,Sell,100 155 | 2009,07,21,LMT,Buy,100 156 | 2009,07,28,LMT,Sell,100 157 | 2009,07,24,LMT,Buy,100 158 | 2009,07,31,LMT,Sell,100 159 | 2009,04,30,MCD,Buy,100 160 | 2009,05,07,MCD,Sell,100 161 | 2009,07,23,MCD,Buy,100 162 | 2009,07,30,MCD,Sell,100 163 | 2008,04,28,MMM,Buy,100 164 | 2008,05,05,MMM,Sell,100 165 | 2009,05,29,MNST,Buy,100 166 | 2009,06,05,MNST,Sell,100 167 | 2009,06,05,MNST,Buy,100 168 | 2009,06,12,MNST,Sell,100 169 | 2008,08,06,MOLX,Buy,100 170 | 2008,08,13,MOLX,Sell,100 171 | 2009,09,10,MON,Buy,100 172 | 2009,09,17,MON,Sell,100 173 | 2008,08,11,MOS,Buy,100 174 | 2008,08,18,MOS,Sell,100 175 | 2009,08,28,MOS,Buy,100 176 | 2009,09,04,MOS,Sell,100 177 | 2009,04,30,MYL,Buy,100 178 | 2009,05,07,MYL,Sell,100 179 | 2009,09,11,NEE,Buy,100 180 | 2009,09,18,NEE,Sell,100 181 | 2008,08,05,NEM,Buy,100 182 | 2008,08,12,NEM,Sell,100 183 | 2008,08,11,NEM,Buy,100 184 | 2008,08,18,NEM,Sell,100 185 | 2009,04,16,NEM,Buy,100 186 | 2009,04,23,NEM,Sell,100 187 | 2009,12,21,NEM,Buy,100 188 | 2009,12,29,NEM,Sell,100 189 | 2009,05,07,NFLX,Buy,100 190 | 2009,05,14,NFLX,Sell,100 191 | 2009,08,28,NTRS,Buy,100 192 | 2009,09,04,NTRS,Sell,100 193 | 2009,05,08,NVDA,Buy,100 194 | 2009,05,15,NVDA,Sell,100 195 | 2008,04,28,NWL,Buy,100 196 | 2008,05,05,NWL,Sell,100 197 | 2008,05,01,OI,Buy,100 198 | 2008,05,08,OI,Sell,100 199 | 2008,08,08,OKE,Buy,100 200 | 2008,08,15,OKE,Sell,100 201 | 2009,05,07,ORCL,Buy,100 202 | 2009,05,14,ORCL,Sell,100 203 | 2009,05,08,ORLY,Buy,100 204 | 2009,05,15,ORLY,Sell,100 205 | 2009,09,11,ORLY,Buy,100 206 | 2009,09,18,ORLY,Sell,100 207 | 2009,04,17,PBCT,Buy,100 208 | 2009,04,24,PBCT,Sell,100 209 | 2009,05,07,PBI,Buy,100 210 | 2009,05,14,PBI,Sell,100 211 | 2008,04,21,PEP,Buy,100 212 | 2008,04,28,PEP,Sell,100 213 | 2009,12,21,PG,Buy,100 214 | 2009,12,29,PG,Sell,100 215 | 2009,08,28,PM,Buy,100 216 | 2009,09,04,PM,Sell,100 217 | 2009,07,24,PNC,Buy,100 218 | 2009,07,31,PNC,Sell,100 219 | 2008,05,06,PRGO,Buy,100 220 | 2008,05,13,PRGO,Sell,100 221 | 2009,01,06,PRGO,Buy,100 222 | 2009,01,13,PRGO,Sell,100 223 | 2009,01,06,RAI,Buy,100 224 | 2009,01,13,RAI,Sell,100 225 | 2008,05,01,RDC,Buy,100 226 | 2008,05,08,RDC,Sell,100 227 | 2008,05,19,RF,Buy,100 228 | 2008,05,27,RF,Sell,100 229 | 2009,07,21,RF,Buy,100 230 | 2009,07,28,RF,Sell,100 231 | 2009,05,07,ROST,Buy,100 232 | 2009,05,14,ROST,Sell,100 233 | 2008,08,06,S,Buy,100 234 | 2008,08,13,S,Sell,100 235 | 2008,05,02,SEE,Buy,100 236 | 2008,05,09,SEE,Sell,100 237 | 2008,04,21,SHLD,Buy,100 238 | 2008,04,28,SHLD,Sell,100 239 | 2009,09,10,SHW,Buy,100 240 | 2009,09,17,SHW,Sell,100 241 | 2008,05,02,SIAL,Buy,100 242 | 2008,05,09,SIAL,Sell,100 243 | 2009,12,21,SIAL,Buy,100 244 | 2009,12,29,SIAL,Sell,100 245 | 2009,04,29,SRCL,Buy,100 246 | 2009,05,06,SRCL,Sell,100 247 | 2008,05,02,STJ,Buy,100 248 | 2008,05,09,STJ,Sell,100 249 | 2009,04,30,STJ,Buy,100 250 | 2009,05,07,STJ,Sell,100 251 | 2009,07,22,STJ,Buy,100 252 | 2009,07,29,STJ,Sell,100 253 | 2008,04,28,SUN,Buy,100 254 | 2008,05,05,SUN,Sell,100 255 | 2009,07,23,SWY,Buy,100 256 | 2009,07,30,SWY,Sell,100 257 | 2009,05,07,SYMC,Buy,100 258 | 2009,05,14,SYMC,Sell,100 259 | 2008,08,05,TAP,Buy,100 260 | 2008,08,12,TAP,Sell,100 261 | 2009,12,14,TAP,Buy,100 262 | 2009,12,21,TAP,Sell,100 263 | 2008,04,01,TDC,Buy,100 264 | 2008,04,08,TDC,Sell,100 265 | 2009,04,13,TDC,Buy,100 266 | 2009,04,20,TDC,Sell,100 267 | 2009,05,07,TRV,Buy,100 268 | 2009,05,14,TRV,Sell,100 269 | 2009,07,20,TSN,Buy,100 270 | 2009,07,27,TSN,Sell,100 271 | 2009,04,29,TSS,Buy,100 272 | 2009,05,06,TSS,Sell,100 273 | 2009,12,23,TWC,Buy,100 274 | 2009,12,30,TWC,Sell,100 275 | 2009,09,17,TXN,Buy,100 276 | 2009,09,24,TXN,Sell,100 277 | 2008,05,16,URBN,Buy,100 278 | 2008,05,23,URBN,Sell,100 279 | 2009,04,29,VFC,Buy,100 280 | 2009,05,06,VFC,Sell,100 281 | 2008,05,06,VMC,Buy,100 282 | 2008,05,13,VMC,Sell,100 283 | 2009,05,07,VZ,Buy,100 284 | 2009,05,14,VZ,Sell,100 285 | 2009,09,17,VZ,Buy,100 286 | 2009,09,24,VZ,Sell,100 287 | 2009,05,08,WEC,Buy,100 288 | 2009,05,15,WEC,Sell,100 289 | 2008,08,06,WFM,Buy,100 290 | 2008,08,13,WFM,Sell,100 291 | 2009,09,14,WMT,Buy,100 292 | 2009,09,21,WMT,Sell,100 293 | 2008,05,02,WPO,Buy,100 294 | 2008,05,09,WPO,Sell,100 295 | 2009,05,04,WPO,Buy,100 296 | 2009,05,11,WPO,Sell,100 297 | 2009,05,07,XLNX,Buy,100 298 | 2009,05,14,XLNX,Sell,100 299 | 2009,12,14,XOM,Buy,100 300 | 2009,12,21,XOM,Sell,100 301 | -------------------------------------------------------------------------------- /HW4/order_sample.csv: -------------------------------------------------------------------------------- 1 | 2009,03,09,AES,Buy,100 2 | 2009,03,16,AES,Sell,100 3 | 2008,09,15,AIG,Buy,100 4 | 2008,09,22,AIG,Sell,100 5 | 2008,09,24,AIG,Buy,100 6 | 2008,10,01,AIG,Sell,100 7 | 2009,03,02,AIV,Buy,100 8 | 2009,03,09,AIV,Sell,100 9 | 2009,03,05,AIV,Buy,100 10 | 2009,03,12,AIV,Sell,100 11 | 2009,03,30,AIV,Buy,100 12 | 2009,04,06,AIV,Sell,100 13 | 2008,07,10,AMD,Buy,100 14 | 2008,07,17,AMD,Sell,100 15 | 2008,07,18,AMD,Buy,100 16 | 2008,07,25,AMD,Sell,100 17 | 2008,09,17,AMD,Buy,100 18 | 2008,09,24,AMD,Sell,100 19 | 2008,09,22,AMD,Buy,100 20 | 2008,09,29,AMD,Sell,100 21 | 2008,09,29,AMD,Buy,100 22 | 2008,10,06,AMD,Sell,100 23 | 2008,10,01,AMD,Buy,100 24 | 2008,10,08,AMD,Sell,100 25 | 2009,10,28,AMD,Buy,100 26 | 2009,11,04,AMD,Sell,100 27 | 2008,10,24,AN,Buy,100 28 | 2008,10,31,AN,Sell,100 29 | 2009,02,04,BAC,Buy,100 30 | 2009,02,11,BAC,Sell,100 31 | 2009,02,17,BAC,Buy,100 32 | 2009,02,24,BAC,Sell,100 33 | 2009,02,27,BAC,Buy,100 34 | 2009,03,06,BAC,Sell,100 35 | 2008,11,20,C,Buy,100 36 | 2008,11,28,C,Sell,100 37 | 2009,01,14,C,Buy,100 38 | 2009,01,22,C,Sell,100 39 | 2009,09,01,C,Buy,100 40 | 2009,09,09,C,Sell,100 41 | 2009,10,15,C,Buy,100 42 | 2009,10,22,C,Sell,100 43 | 2008,10,23,CBG,Buy,100 44 | 2008,10,30,CBG,Sell,100 45 | 2008,11,11,CBG,Buy,100 46 | 2008,11,18,CBG,Sell,100 47 | 2008,11,14,CBG,Buy,100 48 | 2008,11,21,CBG,Sell,100 49 | 2008,11,25,CBG,Buy,100 50 | 2008,12,03,CBG,Sell,100 51 | 2008,11,28,CBG,Buy,100 52 | 2008,12,05,CBG,Sell,100 53 | 2009,01,07,CBG,Buy,100 54 | 2009,01,14,CBG,Sell,100 55 | 2009,01,09,CBG,Buy,100 56 | 2009,01,16,CBG,Sell,100 57 | 2009,03,27,CBG,Buy,100 58 | 2009,04,03,CBG,Sell,100 59 | 2009,04,06,CBG,Buy,100 60 | 2009,04,14,CBG,Sell,100 61 | 2008,11,20,CBS,Buy,100 62 | 2008,11,28,CBS,Sell,100 63 | 2009,02,19,CBS,Buy,100 64 | 2009,02,26,CBS,Sell,100 65 | 2009,02,25,CBS,Buy,100 66 | 2009,03,04,CBS,Sell,100 67 | 2009,03,05,DFS,Buy,100 68 | 2009,03,12,DFS,Sell,100 69 | 2008,10,27,DHI,Buy,100 70 | 2008,11,03,DHI,Sell,100 71 | 2008,11,19,DHI,Buy,100 72 | 2008,11,26,DHI,Sell,100 73 | 2008,02,11,ETFC,Buy,100 74 | 2008,02,19,ETFC,Sell,100 75 | 2008,02,20,ETFC,Buy,100 76 | 2008,02,27,ETFC,Sell,100 77 | 2008,06,27,F,Buy,100 78 | 2008,07,07,F,Sell,100 79 | 2008,07,28,F,Buy,100 80 | 2008,08,04,F,Sell,100 81 | 2008,07,30,F,Buy,100 82 | 2008,08,06,F,Sell,100 83 | 2008,08,06,F,Buy,100 84 | 2008,08,13,F,Sell,100 85 | 2008,08,13,F,Buy,100 86 | 2008,08,20,F,Sell,100 87 | 2008,08,18,F,Buy,100 88 | 2008,08,25,F,Sell,100 89 | 2008,09,17,F,Buy,100 90 | 2008,09,24,F,Sell,100 91 | 2008,09,22,F,Buy,100 92 | 2008,09,29,F,Sell,100 93 | 2008,09,25,F,Buy,100 94 | 2008,10,02,F,Sell,100 95 | 2008,10,01,F,Buy,100 96 | 2008,10,08,F,Sell,100 97 | 2009,05,13,F,Buy,100 98 | 2009,05,20,F,Sell,100 99 | 2009,01,20,FITB,Buy,100 100 | 2009,01,27,FITB,Sell,100 101 | 2009,02,03,GCI,Buy,100 102 | 2009,02,10,GCI,Sell,100 103 | 2009,05,07,GCI,Buy,100 104 | 2009,05,14,GCI,Sell,100 105 | 2009,05,12,GCI,Buy,100 106 | 2009,05,19,GCI,Sell,100 107 | 2009,05,28,GCI,Buy,100 108 | 2009,06,04,GCI,Sell,100 109 | 2009,06,02,GCI,Buy,100 110 | 2009,06,09,GCI,Sell,100 111 | 2009,07,21,GCI,Buy,100 112 | 2009,07,28,GCI,Sell,100 113 | 2008,10,08,GNW,Buy,100 114 | 2008,10,15,GNW,Sell,100 115 | 2008,10,22,GNW,Buy,100 116 | 2008,10,29,GNW,Sell,100 117 | 2008,10,27,GNW,Buy,100 118 | 2008,11,03,GNW,Sell,100 119 | 2008,10,29,GNW,Buy,100 120 | 2008,11,05,GNW,Sell,100 121 | 2008,11,06,GNW,Buy,100 122 | 2008,11,13,GNW,Sell,100 123 | 2009,05,13,GNW,Buy,100 124 | 2009,05,20,GNW,Sell,100 125 | 2009,05,21,GNW,Buy,100 126 | 2009,05,29,GNW,Sell,100 127 | 2009,05,27,GNW,Buy,100 128 | 2009,06,03,GNW,Sell,100 129 | 2008,11,19,GT,Buy,100 130 | 2008,11,26,GT,Sell,100 131 | 2009,02,25,GT,Buy,100 132 | 2009,03,04,GT,Sell,100 133 | 2008,07,14,HBAN,Buy,100 134 | 2008,07,21,HBAN,Sell,100 135 | 2009,01,14,HBAN,Buy,100 136 | 2009,01,22,HBAN,Sell,100 137 | 2009,05,13,HBAN,Buy,100 138 | 2009,05,20,HBAN,Sell,100 139 | 2008,11,21,HIG,Buy,100 140 | 2008,12,01,HIG,Sell,100 141 | 2009,03,03,HIG,Buy,100 142 | 2009,03,10,HIG,Sell,100 143 | 2009,03,05,HIG,Buy,100 144 | 2009,03,12,HIG,Sell,100 145 | 2009,02,10,HST,Buy,100 146 | 2009,02,18,HST,Sell,100 147 | 2009,04,07,HST,Buy,100 148 | 2009,04,15,HST,Sell,100 149 | 2009,03,03,IP,Buy,100 150 | 2009,03,10,IP,Sell,100 151 | 2008,10,17,IPG,Buy,100 152 | 2008,10,24,IPG,Sell,100 153 | 2008,10,21,IPG,Buy,100 154 | 2008,10,28,IPG,Sell,100 155 | 2008,10,29,IPG,Buy,100 156 | 2008,11,05,IPG,Sell,100 157 | 2008,11,06,IPG,Buy,100 158 | 2008,11,13,IPG,Sell,100 159 | 2009,07,02,IPG,Buy,100 160 | 2009,07,10,IPG,Sell,100 161 | 2009,02,23,JBL,Buy,100 162 | 2009,03,02,JBL,Sell,100 163 | 2008,11,06,JDSU,Buy,100 164 | 2008,11,13,JDSU,Sell,100 165 | 2009,01,07,JDSU,Buy,100 166 | 2009,01,14,JDSU,Sell,100 167 | 2009,04,27,JDSU,Buy,100 168 | 2009,05,04,JDSU,Sell,100 169 | 2009,04,30,JDSU,Buy,100 170 | 2009,05,07,JDSU,Sell,100 171 | 2009,05,07,JDSU,Buy,100 172 | 2009,05,14,JDSU,Sell,100 173 | 2009,05,11,JDSU,Buy,100 174 | 2009,05,18,JDSU,Sell,100 175 | 2009,07,07,JDSU,Buy,100 176 | 2009,07,14,JDSU,Sell,100 177 | 2009,05,27,KEY,Buy,100 178 | 2009,06,03,KEY,Sell,100 179 | 2009,06,01,KEY,Buy,100 180 | 2009,06,08,KEY,Sell,100 181 | 2009,07,21,KEY,Buy,100 182 | 2009,07,28,KEY,Sell,100 183 | 2008,11,19,LEN,Buy,100 184 | 2008,11,26,LEN,Sell,100 185 | 2008,02,06,LSI,Buy,100 186 | 2008,02,13,LSI,Sell,100 187 | 2008,02,19,LSI,Buy,100 188 | 2008,02,26,LSI,Sell,100 189 | 2008,03,07,LSI,Buy,100 190 | 2008,03,14,LSI,Sell,100 191 | 2008,03,14,LSI,Buy,100 192 | 2008,03,24,LSI,Sell,100 193 | 2008,03,19,LSI,Buy,100 194 | 2008,03,27,LSI,Sell,100 195 | 2008,03,27,LSI,Buy,100 196 | 2008,04,03,LSI,Sell,100 197 | 2008,04,17,LSI,Buy,100 198 | 2008,04,24,LSI,Sell,100 199 | 2008,04,21,LSI,Buy,100 200 | 2008,04,28,LSI,Sell,100 201 | 2008,10,06,LSI,Buy,100 202 | 2008,10,13,LSI,Sell,100 203 | 2009,08,11,LSI,Buy,100 204 | 2009,08,18,LSI,Sell,100 205 | 2009,08,17,LSI,Buy,100 206 | 2009,08,24,LSI,Sell,100 207 | 2009,08,20,LSI,Buy,100 208 | 2009,08,27,LSI,Sell,100 209 | 2009,09,02,LSI,Buy,100 210 | 2009,09,10,LSI,Sell,100 211 | 2009,10,28,LSI,Buy,100 212 | 2009,11,04,LSI,Sell,100 213 | 2009,11,03,LSI,Buy,100 214 | 2009,11,10,LSI,Sell,100 215 | 2009,03,02,MAS,Buy,100 216 | 2009,03,09,MAS,Sell,100 217 | 2008,06,19,MSI,Buy,100 218 | 2008,06,26,MSI,Sell,100 219 | 2008,09,10,MSI,Buy,100 220 | 2008,09,17,MSI,Sell,100 221 | 2009,09,23,MSI,Buy,100 222 | 2009,09,30,MSI,Sell,100 223 | 2009,10,01,MSI,Buy,100 224 | 2009,10,08,MSI,Sell,100 225 | 2009,10,08,MSI,Buy,100 226 | 2009,10,15,MSI,Sell,100 227 | 2009,11,19,MSI,Buy,100 228 | 2009,11,27,MSI,Sell,100 229 | 2009,12,09,MSI,Buy,100 230 | 2009,12,16,MSI,Sell,100 231 | 2009,12,14,MSI,Buy,100 232 | 2009,12,21,MSI,Sell,100 233 | 2008,07,24,MU,Buy,100 234 | 2008,07,31,MU,Sell,100 235 | 2008,08,19,MU,Buy,100 236 | 2008,08,26,MU,Sell,100 237 | 2008,09,15,MU,Buy,100 238 | 2008,09,22,MU,Sell,100 239 | 2009,04,20,MU,Buy,100 240 | 2009,04,27,MU,Sell,100 241 | 2009,04,23,MU,Buy,100 242 | 2009,04,30,MU,Sell,100 243 | 2009,05,07,MU,Buy,100 244 | 2009,05,14,MU,Sell,100 245 | 2009,06,03,MU,Buy,100 246 | 2009,06,10,MU,Sell,100 247 | 2009,06,23,MU,Buy,100 248 | 2009,06,30,MU,Sell,100 249 | 2009,07,02,MU,Buy,100 250 | 2009,07,10,MU,Sell,100 251 | 2009,03,03,NWL,Buy,100 252 | 2009,03,10,NWL,Sell,100 253 | 2009,03,05,NWL,Buy,100 254 | 2009,03,12,NWL,Sell,100 255 | 2009,03,09,NWSA,Buy,100 256 | 2009,03,16,NWSA,Sell,100 257 | 2009,01,20,RF,Buy,100 258 | 2009,01,27,RF,Sell,100 259 | 2009,04,14,RF,Buy,100 260 | 2009,04,21,RF,Sell,100 261 | 2009,04,27,RF,Buy,100 262 | 2009,05,04,RF,Sell,100 263 | 2009,05,13,RF,Buy,100 264 | 2009,05,20,RF,Sell,100 265 | 2009,05,20,RF,Buy,100 266 | 2009,05,28,RF,Sell,100 267 | 2009,10,28,RF,Buy,100 268 | 2009,11,04,RF,Sell,100 269 | 2009,10,30,RF,Buy,100 270 | 2009,11,06,RF,Sell,100 271 | 2008,10,07,S,Buy,100 272 | 2008,10,14,S,Sell,100 273 | 2009,05,13,S,Buy,100 274 | 2009,05,20,S,Sell,100 275 | 2009,06,03,S,Buy,100 276 | 2009,06,10,S,Sell,100 277 | 2009,06,08,S,Buy,100 278 | 2009,06,15,S,Sell,100 279 | 2009,06,19,S,Buy,100 280 | 2009,06,26,S,Sell,100 281 | 2009,02,27,SLM,Buy,100 282 | 2009,03,06,SLM,Sell,100 283 | 2009,04,17,SLM,Buy,100 284 | 2009,04,24,SLM,Sell,100 285 | 2009,04,30,SLM,Buy,100 286 | 2009,05,07,SLM,Sell,100 287 | 2008,11,12,STX,Buy,100 288 | 2008,11,19,STX,Sell,100 289 | 2008,11,14,STX,Buy,100 290 | 2008,11,21,STX,Sell,100 291 | 2008,12,11,STX,Buy,100 292 | 2008,12,18,STX,Sell,100 293 | 2008,12,15,STX,Buy,100 294 | 2008,12,22,STX,Sell,100 295 | 2009,01,12,STX,Buy,100 296 | 2009,01,20,STX,Sell,100 297 | 2008,10,23,TER,Buy,100 298 | 2008,10,30,TER,Sell,100 299 | 2008,10,29,TER,Buy,100 300 | 2008,11,05,TER,Sell,100 301 | 2008,11,10,TER,Buy,100 302 | 2008,11,17,TER,Sell,100 303 | 2009,01,14,TER,Buy,100 304 | 2009,01,22,TER,Sell,100 305 | 2009,01,20,TER,Buy,100 306 | 2009,01,27,TER,Sell,100 307 | 2009,01,29,TER,Buy,100 308 | 2009,02,05,TER,Sell,100 309 | 2009,02,10,TER,Buy,100 310 | 2009,02,18,TER,Sell,100 311 | 2009,04,07,TER,Buy,100 312 | 2009,04,15,TER,Sell,100 313 | 2009,04,20,TER,Buy,100 314 | 2009,04,27,TER,Sell,100 315 | 2008,01,03,THC,Buy,100 316 | 2008,01,10,THC,Sell,100 317 | 2008,02,28,THC,Buy,100 318 | 2008,03,06,THC,Sell,100 319 | 2008,03,06,THC,Buy,100 320 | 2008,03,13,THC,Sell,100 321 | 2008,03,17,THC,Buy,100 322 | 2008,03,25,THC,Sell,100 323 | 2008,10,06,THC,Buy,100 324 | 2008,10,13,THC,Sell,100 325 | 2009,11,27,THC,Buy,100 326 | 2009,12,04,THC,Sell,100 327 | 2009,12,18,THC,Buy,100 328 | 2009,12,28,THC,Sell,100 329 | 2009,03,02,TIE,Buy,100 330 | 2009,03,09,TIE,Sell,100 331 | 2008,11,12,TSN,Buy,100 332 | 2008,11,19,TSN,Sell,100 333 | 2008,11,14,TSN,Buy,100 334 | 2008,11,21,TSN,Sell,100 335 | 2008,11,20,TSN,Buy,100 336 | 2008,11,28,TSN,Sell,100 337 | 2009,03,02,TXT,Buy,100 338 | 2009,03,09,TXT,Sell,100 339 | 2008,11,19,WYN,Buy,100 340 | 2008,11,26,WYN,Sell,100 341 | 2009,02,13,WYN,Buy,100 342 | 2009,02,23,WYN,Sell,100 343 | 2008,10,09,XL,Buy,100 344 | 2008,10,16,XL,Sell,100 345 | 2008,11,20,XL,Buy,100 346 | 2008,11,28,XL,Sell,100 347 | 2008,12,01,XL,Buy,100 348 | 2008,12,08,XL,Sell,100 349 | 2008,12,10,XL,Buy,100 350 | 2008,12,17,XL,Sell,100 351 | 2009,03,19,XL,Buy,100 352 | 2009,03,26,XL,Sell,100 353 | 2009,03,02,XRX,Buy,100 354 | 2009,03,09,XRX,Sell,100 355 | 2009,03,20,XRX,Buy,100 356 | 2009,03,27,XRX,Sell,100 357 | 2009,03,30,XRX,Buy,100 358 | 2009,04,06,XRX,Sell,100 359 | 2009,04,06,XRX,Buy,100 360 | 2009,04,14,XRX,Sell,100 361 | 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2008,04,15,98200.0 36 | 2008,04,16,98200.0 37 | 2008,04,17,98200.0 38 | 2008,04,18,98200.0 39 | 2008,04,21,98498.0 40 | 2008,04,22,96693.0 41 | 2008,04,23,97498.0 42 | 2008,04,24,96952.0 43 | 2008,04,25,97338.0 44 | 2008,04,28,97519.0 45 | 2008,04,29,97421.0 46 | 2008,04,30,97347.0 47 | 2008,05,01,97666.0 48 | 2008,05,02,97725.0 49 | 2008,05,05,97918.0 50 | 2008,05,06,98614.0 51 | 2008,05,07,97864.0 52 | 2008,05,08,98251.0 53 | 2008,05,09,97641.0 54 | 2008,05,12,97948.0 55 | 2008,05,13,98020.0 56 | 2008,05,14,98020.0 57 | 2008,05,15,98020.0 58 | 2008,05,16,98238.0 59 | 2008,05,19,97949.0 60 | 2008,05,20,97865.0 61 | 2008,05,21,97339.0 62 | 2008,05,22,97553.0 63 | 2008,05,23,97193.0 64 | 2008,05,27,97361.0 65 | 2008,05,28,97361.0 66 | 2008,05,29,97361.0 67 | 2008,05,30,97361.0 68 | 2008,06,02,97361.0 69 | 2008,06,03,97361.0 70 | 2008,06,04,97361.0 71 | 2008,06,05,97361.0 72 | 2008,06,06,97361.0 73 | 2008,06,09,97361.0 74 | 2008,06,10,97361.0 75 | 2008,06,11,97361.0 76 | 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441 | 2009,10,01,55313.0 442 | 2009,10,02,55160.0 443 | 2009,10,05,55249.0 444 | 2009,10,06,55361.0 445 | 2009,10,07,55410.0 446 | 2009,10,08,55317.0 447 | 2009,10,09,55357.0 448 | 2009,10,12,55293.0 449 | 2009,10,13,55257.0 450 | 2009,10,14,55329.0 451 | 2009,10,15,55217.0 452 | 2009,10,16,55058.0 453 | 2009,10,19,55008.0 454 | 2009,10,20,54898.0 455 | 2009,10,21,54888.0 456 | 2009,10,22,54928.0 457 | 2009,10,23,54928.0 458 | 2009,10,26,54928.0 459 | 2009,10,27,54928.0 460 | 2009,10,28,54928.0 461 | 2009,10,29,55002.0 462 | 2009,10,30,54918.0 463 | 2009,11,02,54907.0 464 | 2009,11,03,54909.0 465 | 2009,11,04,54900.0 466 | 2009,11,05,54925.0 467 | 2009,11,06,54921.0 468 | 2009,11,09,54945.0 469 | 2009,11,10,54949.0 470 | 2009,11,11,54949.0 471 | 2009,11,12,54949.0 472 | 2009,11,13,54949.0 473 | 2009,11,16,54949.0 474 | 2009,11,17,54949.0 475 | 2009,11,18,54949.0 476 | 2009,11,19,54949.0 477 | 2009,11,20,54869.0 478 | 2009,11,23,54877.0 479 | 2009,11,24,54833.0 480 | 2009,11,25,54869.0 481 | 2009,11,27,54837.0 482 | 2009,11,30,54797.0 483 | 2009,12,01,54819.0 484 | 2009,12,02,54815.0 485 | 2009,12,03,54829.0 486 | 2009,12,04,54817.0 487 | 2009,12,07,54817.0 488 | 2009,12,08,54817.0 489 | 2009,12,09,54817.0 490 | 2009,12,10,54805.0 491 | 2009,12,11,54841.0 492 | 2009,12,14,54741.0 493 | 2009,12,15,54741.0 494 | 2009,12,16,54717.0 495 | 2009,12,17,54653.0 496 | 2009,12,18,54821.0 497 | 2009,12,21,54781.0 498 | 2009,12,22,54806.0 499 | 2009,12,23,54826.0 500 | 2009,12,24,54836.0 501 | 2009,12,28,54824.0 502 | -------------------------------------------------------------------------------- /HW4/order_h4-6.csv: -------------------------------------------------------------------------------- 1 | 2009,02,23,AA,Buy,100 2 | 2009,03,02,AA,Sell,100 3 | 2009,03,02,AA,Buy,100 4 | 2009,03,09,AA,Sell,100 5 | 2009,03,05,AA,Buy,100 6 | 2009,03,12,AA,Sell,100 7 | 2009,03,11,AA,Buy,100 8 | 2009,03,18,AA,Sell,100 9 | 2009,03,17,AA,Buy,100 10 | 2009,03,24,AA,Sell,100 11 | 2009,03,02,AES,Buy,100 12 | 2009,03,09,AES,Sell,100 13 | 2009,03,30,AES,Buy,100 14 | 2009,04,06,AES,Sell,100 15 | 2008,09,15,AIG,Buy,100 16 | 2008,09,22,AIG,Sell,100 17 | 2009,02,13,AIV,Buy,100 18 | 2009,02,23,AIV,Sell,100 19 | 2009,03,13,AIV,Buy,100 20 | 2009,03,20,AIV,Sell,100 21 | 2009,03,19,AIV,Buy,100 22 | 2009,03,26,AIV,Sell,100 23 | 2009,03,24,AIV,Buy,100 24 | 2009,03,31,AIV,Sell,100 25 | 2009,04,20,AIV,Buy,100 26 | 2009,04,27,AIV,Sell,100 27 | 2008,01,09,AMD,Buy,100 28 | 2008,01,16,AMD,Sell,100 29 | 2008,03,28,AMD,Buy,100 30 | 2008,04,04,AMD,Sell,100 31 | 2008,04,14,AMD,Buy,100 32 | 2008,04,21,AMD,Sell,100 33 | 2008,04,22,AMD,Buy,100 34 | 2008,04,29,AMD,Sell,100 35 | 2008,04,30,AMD,Buy,100 36 | 2008,05,07,AMD,Sell,100 37 | 2008,06,27,AMD,Buy,100 38 | 2008,07,07,AMD,Sell,100 39 | 2008,09,04,AMD,Buy,100 40 | 2008,09,11,AMD,Sell,100 41 | 2008,09,09,AMD,Buy,100 42 | 2008,09,16,AMD,Sell,100 43 | 2009,09,24,AMD,Buy,100 44 | 2009,10,01,AMD,Sell,100 45 | 2009,10,16,AMD,Buy,100 46 | 2009,10,23,AMD,Sell,100 47 | 2008,10,22,AN,Buy,100 48 | 2008,10,29,AN,Sell,100 49 | 2008,11,06,AN,Buy,100 50 | 2008,11,13,AN,Sell,100 51 | 2008,11,12,AN,Buy,100 52 | 2008,11,19,AN,Sell,100 53 | 2009,01,20,BAC,Buy,100 54 | 2009,01,27,BAC,Sell,100 55 | 2009,01,22,BAC,Buy,100 56 | 2009,01,29,BAC,Sell,100 57 | 2009,02,03,BAC,Buy,100 58 | 2009,02,10,BAC,Sell,100 59 | 2009,02,10,BAC,Buy,100 60 | 2009,02,18,BAC,Sell,100 61 | 2009,02,12,BAC,Buy,100 62 | 2009,02,20,BAC,Sell,100 63 | 2008,11,20,BSX,Buy,100 64 | 2008,11,28,BSX,Sell,100 65 | 2008,12,01,BSX,Buy,100 66 | 2008,12,08,BSX,Sell,100 67 | 2008,11,20,C,Buy,100 68 | 2008,11,28,C,Sell,100 69 | 2009,01,12,C,Buy,100 70 | 2009,01,20,C,Sell,100 71 | 2008,10,22,CBG,Buy,100 72 | 2008,10,29,CBG,Sell,100 73 | 2008,11,06,CBG,Buy,100 74 | 2008,11,13,CBG,Sell,100 75 | 2008,11,11,CBG,Buy,100 76 | 2008,11,18,CBG,Sell,100 77 | 2008,11,19,CBS,Buy,100 78 | 2008,11,26,CBS,Sell,100 79 | 2008,12,01,CBS,Buy,100 80 | 2008,12,08,CBS,Sell,100 81 | 2009,01,30,CBS,Buy,100 82 | 2009,02,06,CBS,Sell,100 83 | 2009,02,10,CBS,Buy,100 84 | 2009,02,18,CBS,Sell,100 85 | 2009,04,20,CBS,Buy,100 86 | 2009,04,27,CBS,Sell,100 87 | 2009,04,22,CBS,Buy,100 88 | 2009,04,29,CBS,Sell,100 89 | 2009,04,28,CBS,Buy,100 90 | 2009,05,05,CBS,Sell,100 91 | 2009,07,07,CBS,Buy,100 92 | 2009,07,14,CBS,Sell,100 93 | 2009,02,19,DFS,Buy,100 94 | 2009,02,26,DFS,Sell,100 95 | 2009,02,27,DFS,Buy,100 96 | 2009,03,06,DFS,Sell,100 97 | 2009,03,11,DFS,Buy,100 98 | 2009,03,18,DFS,Sell,100 99 | 2009,03,20,DFS,Buy,100 100 | 2009,03,27,DFS,Sell,100 101 | 2009,03,30,DFS,Buy,100 102 | 2009,04,06,DFS,Sell,100 103 | 2008,10,23,DHI,Buy,100 104 | 2008,10,30,DHI,Sell,100 105 | 2008,11,12,DHI,Buy,100 106 | 2008,11,19,DHI,Sell,100 107 | 2008,11,14,DHI,Buy,100 108 | 2008,11,21,DHI,Sell,100 109 | 2009,01,30,DHI,Buy,100 110 | 2009,02,06,DHI,Sell,100 111 | 2008,11,20,DNR,Buy,100 112 | 2008,11,28,DNR,Sell,100 113 | 2008,01,15,F,Buy,100 114 | 2008,01,23,F,Sell,100 115 | 2008,03,06,F,Buy,100 116 | 2008,03,13,F,Sell,100 117 | 2008,03,26,F,Buy,100 118 | 2008,04,02,F,Sell,100 119 | 2008,06,11,F,Buy,100 120 | 2008,06,18,F,Sell,100 121 | 2008,06,20,F,Buy,100 122 | 2008,06,27,F,Sell,100 123 | 2008,07,24,F,Buy,100 124 | 2008,07,31,F,Sell,100 125 | 2009,05,12,F,Buy,100 126 | 2009,05,19,F,Sell,100 127 | 2009,06,11,F,Buy,100 128 | 2009,06,18,F,Sell,100 129 | 2009,06,15,F,Buy,100 130 | 2009,06,22,F,Sell,100 131 | 2009,07,01,F,Buy,100 132 | 2009,07,09,F,Sell,100 133 | 2008,07,14,FHN,Buy,100 134 | 2008,07,21,FHN,Sell,100 135 | 2009,01,15,FITB,Buy,100 136 | 2009,01,23,FITB,Sell,100 137 | 2009,03,05,FTR,Buy,100 138 | 2009,03,12,FTR,Sell,100 139 | 2009,01,30,GCI,Buy,100 140 | 2009,02,06,GCI,Sell,100 141 | 2008,09,29,GNW,Buy,100 142 | 2008,10,06,GNW,Sell,100 143 | 2008,10,07,GNW,Buy,100 144 | 2008,10,14,GNW,Sell,100 145 | 2008,10,15,GNW,Buy,100 146 | 2008,10,22,GNW,Sell,100 147 | 2008,10,21,GNW,Buy,100 148 | 2008,10,28,GNW,Sell,100 149 | 2009,06,17,GNW,Buy,100 150 | 2009,06,24,GNW,Sell,100 151 | 2009,07,08,GNW,Buy,100 152 | 2009,07,15,GNW,Sell,100 153 | 2008,11,12,GT,Buy,100 154 | 2008,11,19,GT,Sell,100 155 | 2008,11,14,GT,Buy,100 156 | 2008,11,21,GT,Sell,100 157 | 2008,12,01,GT,Buy,100 158 | 2008,12,08,GT,Sell,100 159 | 2008,12,15,GT,Buy,100 160 | 2008,12,22,GT,Sell,100 161 | 2008,12,18,GT,Buy,100 162 | 2008,12,26,GT,Sell,100 163 | 2008,12,22,GT,Buy,100 164 | 2008,12,30,GT,Sell,100 165 | 2009,01,20,GT,Buy,100 166 | 2009,01,27,GT,Sell,100 167 | 2009,02,02,GT,Buy,100 168 | 2009,02,09,GT,Sell,100 169 | 2009,02,20,GT,Buy,100 170 | 2009,02,27,GT,Sell,100 171 | 2009,03,20,GT,Buy,100 172 | 2009,03,27,GT,Sell,100 173 | 2008,06,18,HBAN,Buy,100 174 | 2008,06,25,HBAN,Sell,100 175 | 2008,06,23,HBAN,Buy,100 176 | 2008,06,30,HBAN,Sell,100 177 | 2008,06,30,HBAN,Buy,100 178 | 2008,07,08,HBAN,Sell,100 179 | 2008,07,02,HBAN,Buy,100 180 | 2008,07,10,HBAN,Sell,100 181 | 2008,07,09,HBAN,Buy,100 182 | 2008,07,16,HBAN,Sell,100 183 | 2009,01,13,HBAN,Buy,100 184 | 2009,01,21,HBAN,Sell,100 185 | 2008,11,20,HIG,Buy,100 186 | 2008,11,28,HIG,Sell,100 187 | 2009,03,02,HIG,Buy,100 188 | 2009,03,09,HIG,Sell,100 189 | 2008,11,19,HST,Buy,100 190 | 2008,11,26,HST,Sell,100 191 | 2008,12,01,HST,Buy,100 192 | 2008,12,08,HST,Sell,100 193 | 2009,01,20,HST,Buy,100 194 | 2009,01,27,HST,Sell,100 195 | 2009,01,22,HST,Buy,100 196 | 2009,01,29,HST,Sell,100 197 | 2009,01,29,HST,Buy,100 198 | 2009,02,05,HST,Sell,100 199 | 2009,04,20,HST,Buy,100 200 | 2009,04,27,HST,Sell,100 201 | 2009,02,23,IP,Buy,100 202 | 2009,03,02,IP,Sell,100 203 | 2009,02,26,IP,Buy,100 204 | 2009,03,05,IP,Sell,100 205 | 2008,10,09,IPG,Buy,100 206 | 2008,10,16,IPG,Sell,100 207 | 2008,10,14,IPG,Buy,100 208 | 2008,10,21,IPG,Sell,100 209 | 2009,05,05,IPG,Buy,100 210 | 2009,05,12,IPG,Sell,100 211 | 2009,05,07,IPG,Buy,100 212 | 2009,05,14,IPG,Sell,100 213 | 2009,06,15,IPG,Buy,100 214 | 2009,06,22,IPG,Sell,100 215 | 2009,07,28,IPG,Buy,100 216 | 2009,08,04,IPG,Sell,100 217 | 2009,08,10,IPG,Buy,100 218 | 2009,08,17,IPG,Sell,100 219 | 2009,08,12,IPG,Buy,100 220 | 2009,08,19,IPG,Sell,100 221 | 2009,08,17,IPG,Buy,100 222 | 2009,08,24,IPG,Sell,100 223 | 2009,09,03,IPG,Buy,100 224 | 2009,09,11,IPG,Sell,100 225 | 2009,10,28,IPG,Buy,100 226 | 2009,11,04,IPG,Sell,100 227 | 2009,11,02,IPG,Buy,100 228 | 2009,11,09,IPG,Sell,100 229 | 2008,11,19,JBL,Buy,100 230 | 2008,11,26,JBL,Sell,100 231 | 2008,12,24,JBL,Buy,100 232 | 2009,01,02,JBL,Sell,100 233 | 2009,01,16,JBL,Buy,100 234 | 2009,01,26,JBL,Sell,100 235 | 2009,01,26,JBL,Buy,100 236 | 2009,02,02,JBL,Sell,100 237 | 2009,01,30,JBL,Buy,100 238 | 2009,02,06,JBL,Sell,100 239 | 2009,02,10,JBL,Buy,100 240 | 2009,02,18,JBL,Sell,100 241 | 2009,02,12,JBL,Buy,100 242 | 2009,02,20,JBL,Sell,100 243 | 2009,02,17,JBL,Buy,100 244 | 2009,02,24,JBL,Sell,100 245 | 2009,04,07,JBL,Buy,100 246 | 2009,04,15,JBL,Sell,100 247 | 2008,10,22,JDSU,Buy,100 248 | 2008,10,29,JDSU,Sell,100 249 | 2008,10,30,JDSU,Buy,100 250 | 2008,11,06,JDSU,Sell,100 251 | 2009,06,16,JDSU,Buy,100 252 | 2009,06,23,JDSU,Sell,100 253 | 2009,08,05,JDSU,Buy,100 254 | 2009,08,12,JDSU,Sell,100 255 | 2009,08,14,JDSU,Buy,100 256 | 2009,08,21,JDSU,Sell,100 257 | 2009,10,28,JDSU,Buy,100 258 | 2009,11,04,JDSU,Sell,100 259 | 2009,01,20,KEY,Buy,100 260 | 2009,01,27,KEY,Sell,100 261 | 2009,02,19,KEY,Buy,100 262 | 2009,02,26,KEY,Sell,100 263 | 2009,03,05,KEY,Buy,100 264 | 2009,03,12,KEY,Sell,100 265 | 2009,05,01,KEY,Buy,100 266 | 2009,05,08,KEY,Sell,100 267 | 2009,05,13,KEY,Buy,100 268 | 2009,05,20,KEY,Sell,100 269 | 2009,05,19,KEY,Buy,100 270 | 2009,05,27,KEY,Sell,100 271 | 2009,06,15,KEY,Buy,100 272 | 2009,06,22,KEY,Sell,100 273 | 2009,06,22,KEY,Buy,100 274 | 2009,06,29,KEY,Sell,100 275 | 2009,09,02,KEY,Buy,100 276 | 2009,09,10,KEY,Sell,100 277 | 2009,09,11,KEY,Buy,100 278 | 2009,09,18,KEY,Sell,100 279 | 2009,10,27,KEY,Buy,100 280 | 2009,11,03,KEY,Sell,100 281 | 2009,12,03,KEY,Buy,100 282 | 2009,12,10,KEY,Sell,100 283 | 2009,12,07,KEY,Buy,100 284 | 2009,12,14,KEY,Sell,100 285 | 2009,12,15,KEY,Buy,100 286 | 2009,12,22,KEY,Sell,100 287 | 2008,11,18,LEN,Buy,100 288 | 2008,11,25,LEN,Sell,100 289 | 2009,02,19,LEN,Buy,100 290 | 2009,02,26,LEN,Sell,100 291 | 2008,11,20,LNC,Buy,100 292 | 2008,11,28,LNC,Sell,100 293 | 2009,03,05,LNC,Buy,100 294 | 2009,03,12,LNC,Sell,100 295 | 2008,07,02,LSI,Buy,100 296 | 2008,07,10,LSI,Sell,100 297 | 2008,07,11,LSI,Buy,100 298 | 2008,07,18,LSI,Sell,100 299 | 2008,09,16,LSI,Buy,100 300 | 2008,09,23,LSI,Sell,100 301 | 2009,12,29,LSI,Buy,100 302 | 2009,12,30,LSI,Sell,100 303 | 2009,02,27,LUV,Buy,100 304 | 2009,03,06,LUV,Sell,100 305 | 2009,03,24,LUV,Buy,100 306 | 2009,03,31,LUV,Sell,100 307 | 2008,11,19,M,Buy,100 308 | 2008,11,26,M,Sell,100 309 | 2009,02,17,MAS,Buy,100 310 | 2009,02,24,MAS,Sell,100 311 | 2008,01,23,MSI,Buy,100 312 | 2008,01,30,MSI,Sell,100 313 | 2008,02,29,MSI,Buy,100 314 | 2008,03,07,MSI,Sell,100 315 | 2008,05,07,MSI,Buy,100 316 | 2008,05,14,MSI,Sell,100 317 | 2008,08,18,MSI,Buy,100 318 | 2008,08,25,MSI,Sell,100 319 | 2008,01,15,MU,Buy,100 320 | 2008,01,23,MU,Sell,100 321 | 2008,03,18,MU,Buy,100 322 | 2008,03,26,MU,Sell,100 323 | 2008,07,01,MU,Buy,100 324 | 2008,07,09,MU,Sell,100 325 | 2008,10,27,MYL,Buy,100 326 | 2008,11,03,MYL,Sell,100 327 | 2008,11,20,NVDA,Buy,100 328 | 2008,11,28,NVDA,Sell,100 329 | 2009,02,25,NWL,Buy,100 330 | 2009,03,04,NWL,Sell,100 331 | 2008,11,20,NWSA,Buy,100 332 | 2008,11,28,NWSA,Sell,100 333 | 2009,02,23,NWSA,Buy,100 334 | 2009,03,02,NWSA,Sell,100 335 | 2009,02,26,NWSA,Buy,100 336 | 2009,03,05,NWSA,Sell,100 337 | 2009,11,06,PCS,Buy,100 338 | 2009,11,13,PCS,Sell,100 339 | 2009,11,10,PCS,Buy,100 340 | 2009,11,17,PCS,Sell,100 341 | 2009,03,09,PFG,Buy,100 342 | 2009,03,16,PFG,Sell,100 343 | 2009,01,20,RF,Buy,100 344 | 2009,01,27,RF,Sell,100 345 | 2009,04,20,RF,Buy,100 346 | 2009,04,27,RF,Sell,100 347 | 2009,04,22,RF,Buy,100 348 | 2009,04,29,RF,Sell,100 349 | 2009,05,11,RF,Buy,100 350 | 2009,05,18,RF,Sell,100 351 | 2009,10,01,RF,Buy,100 352 | 2009,10,08,RF,Sell,100 353 | 2009,10,08,RF,Buy,100 354 | 2009,10,15,RF,Sell,100 355 | 2009,10,13,RF,Buy,100 356 | 2009,10,20,RF,Sell,100 357 | 2009,10,16,RF,Buy,100 358 | 2009,10,23,RF,Sell,100 359 | 2009,03,05,RRD,Buy,100 360 | 2009,03,12,RRD,Sell,100 361 | 2008,03,13,S,Buy,100 362 | 2008,03,20,S,Sell,100 363 | 2008,03,17,S,Buy,100 364 | 2008,03,25,S,Sell,100 365 | 2008,09,17,S,Buy,100 366 | 2008,09,24,S,Sell,100 367 | 2008,10,03,S,Buy,100 368 | 2008,10,10,S,Sell,100 369 | 2008,11,19,SLM,Buy,100 370 | 2008,11,26,SLM,Sell,100 371 | 2009,02,26,SLM,Buy,100 372 | 2009,03,05,SLM,Sell,100 373 | 2009,04,14,SLM,Buy,100 374 | 2009,04,21,SLM,Sell,100 375 | 2009,04,16,SLM,Buy,100 376 | 2009,04,23,SLM,Sell,100 377 | 2009,05,07,SLM,Buy,100 378 | 2009,05,14,SLM,Sell,100 379 | 2009,05,11,SLM,Buy,100 380 | 2009,05,18,SLM,Sell,100 381 | 2009,05,22,SLM,Buy,100 382 | 2009,06,01,SLM,Sell,100 383 | 2009,06,03,SLM,Buy,100 384 | 2009,06,10,SLM,Sell,100 385 | 2008,11,20,SNDK,Buy,100 386 | 2008,11,28,SNDK,Sell,100 387 | 2008,11,11,STX,Buy,100 388 | 2008,11,18,STX,Sell,100 389 | 2009,03,30,STX,Buy,100 390 | 2009,04,06,STX,Sell,100 391 | 2009,04,01,STX,Buy,100 392 | 2009,04,08,STX,Sell,100 393 | 2009,04,15,STX,Buy,100 394 | 2009,04,22,STX,Sell,100 395 | 2008,10,09,TER,Buy,100 396 | 2008,10,16,TER,Sell,100 397 | 2008,10,15,TER,Buy,100 398 | 2008,10,22,TER,Sell,100 399 | 2008,10,21,TER,Buy,100 400 | 2008,10,28,TER,Sell,100 401 | 2009,05,13,TER,Buy,100 402 | 2009,05,20,TER,Sell,100 403 | 2008,05,07,THC,Buy,100 404 | 2008,05,14,THC,Sell,100 405 | 2008,06,06,THC,Buy,100 406 | 2008,06,13,THC,Sell,100 407 | 2008,08,05,THC,Buy,100 408 | 2008,08,12,THC,Sell,100 409 | 2008,08,25,THC,Buy,100 410 | 2008,09,02,THC,Sell,100 411 | 2008,09,16,THC,Buy,100 412 | 2008,09,23,THC,Sell,100 413 | 2008,09,29,THC,Buy,100 414 | 2008,10,06,THC,Sell,100 415 | 2009,10,16,THC,Buy,100 416 | 2009,10,23,THC,Sell,100 417 | 2009,10,23,THC,Buy,100 418 | 2009,10,30,THC,Sell,100 419 | 2008,11,20,TIE,Buy,100 420 | 2008,11,28,TIE,Sell,100 421 | 2009,02,25,TIE,Buy,100 422 | 2009,03,04,TIE,Sell,100 423 | 2008,11,11,TSN,Buy,100 424 | 2008,11,18,TSN,Sell,100 425 | 2009,02,23,TXT,Buy,100 426 | 2009,03,02,TXT,Sell,100 427 | 2009,02,25,TXT,Buy,100 428 | 2009,03,04,TXT,Sell,100 429 | 2009,03,20,TXT,Buy,100 430 | 2009,03,27,TXT,Sell,100 431 | 2009,03,30,TXT,Buy,100 432 | 2009,04,06,TXT,Sell,100 433 | 2008,10,24,WYN,Buy,100 434 | 2008,10,31,WYN,Sell,100 435 | 2008,11,12,WYN,Buy,100 436 | 2008,11,19,WYN,Sell,100 437 | 2008,11,14,WYN,Buy,100 438 | 2008,11,21,WYN,Sell,100 439 | 2008,12,11,WYN,Buy,100 440 | 2008,12,18,WYN,Sell,100 441 | 2009,02,02,WYN,Buy,100 442 | 2009,02,09,WYN,Sell,100 443 | 2009,02,10,WYN,Buy,100 444 | 2009,02,18,WYN,Sell,100 445 | 2009,04,07,WYN,Buy,100 446 | 2009,04,15,WYN,Sell,100 447 | 2008,10,09,XL,Buy,100 448 | 2008,10,16,XL,Sell,100 449 | 2008,11,17,XL,Buy,100 450 | 2008,11,24,XL,Sell,100 451 | 2008,11,19,XL,Buy,100 452 | 2008,11,26,XL,Sell,100 453 | 2008,12,09,XL,Buy,100 454 | 2008,12,16,XL,Sell,100 455 | 2009,03,30,XL,Buy,100 456 | 2009,04,06,XL,Sell,100 457 | 2009,04,06,XL,Buy,100 458 | 2009,04,14,XL,Sell,100 459 | 2008,11,19,XRX,Buy,100 460 | 2008,11,26,XRX,Sell,100 461 | 2009,02,18,XRX,Buy,100 462 | 2009,02,25,XRX,Sell,100 463 | 2009,05,13,XRX,Buy,100 464 | 2009,05,20,XRX,Sell,100 465 | --------------------------------------------------------------------------------