Calculate daily net returns and plot them

Reference no: EM131088628

Instructions: Please answer all questions. Your answers should be in the form of a Microsoft Word file or PDF file. Do not include the raw data in your file. Credit will be given for both the substance and style of your assignment. Assignment:

1) Download a long set of daily S&P500 price data. Plot the data. What do you see?

2) Calculate daily net returns and plot them. What do you see? Hint : Net return is given by r(t) = p(t) - p(t-1) p(t-1) 3) Calculate the mean, standard deviation, skewness and kurtosis of returns.

Reference no: EM131088628

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