Investment Project

 

 

Write an investment blog to answer a finance question that interests you (you can decide whether and
where to post it later). The report should be 1‐2 pages plus some python data analysis. Use the tools
we learned to access, visualize and analyze data to provide answers to your question and communicate
your answers to readers.
For the blog/report, try to cover the following points:
1. Motivate your question and provide some background information ‐ why is the question
important/interesting.
2. Your test design – how do you want to test your question.
3. Get data – discuss sample selection – is the sample representative of the population. If not,
discuss the limitations.
4. Calculate and discuss descriptive statistics, visualize the data – what do you learn from this
exercise.
5. Form and state test hypothesis.
6. Test your hypothesis – discuss the proper test statistic and significance level.
7. Interpret your findings and conclude – discuss both statistical and economic significance.
8. Prepare a 5‐10 minutes presentation (ppt will be helpful) to the class.
Please keep your discussion concise and to the point.
Here are some possible topics. Feel free to explore other questions.
1. Evaluate the risk and return characteristics of a stock, write a stock report based on analyzing
historical data
2. Effect of diversification
3. Time diversification
4. Global diversification
5. Cryptocurrency investment
6. Real estate investment
7. Test a trading strategy
For the final project, the best strategy is to continue with your midterm project. You can include more
analysis, for example, regression, portfolio sorting, event study, and simulation to further address the
question of your interest. Please keep the final project in mind while you select the topic for the
midterm project.
Here are some possible topics for the final project.
Here are some possible topics for the final project. Feel free to explore other questions.
1. Evaluate the risk and return characteristics of a stock, write a stock report based on analyzing
historical data. Use both CAPM and multifactor models to evaluate stock performance and risk.
2. Analyze the performance of international stocks. Use international multi‐factor models.
3. Testing a trading strategy (for example test whether the momentum or other strategies work in
your sample period)
4. Testing for seasonality, for example, January effect, holiday effect, weekday effect.
5. Use Monte Carlo simulation to assess the risk of a project or an investment.
6. What affects stock prices/returns? Form a testable hypothesis and test it formally. (In the past,
researchers have studied the relation between stock returns and firm fundamental variables,
macroeconomic variables, investor sentiment, weather, etc.)
7. Evaluate the performance of mutual funds. Study their risk and return based on analyzing
historical data. Use both CAPM and multifactor models to evaluate fund performance and risk.
8. Test whether there is hot hands among fund managers. Does past performance predict future
performance?
9. Compare the performance of actively managed funds and passively managed funds. Based on
your findings, which one is a better investment vehicle.
10. Perform an event study to see how some announcements affect stock returns, for example,
M&A, earnings announcements.

 

 

Sample Solution

Tones of Poems The shade of verse is anything but difficult to pass judgment on somebody’s sentiments through the voice during discussion. On the off chance that individuals are cheerful, or simply fun, they for the most part make their faces giggle, however on the off chance that they are furious, their voice gets stricter and greater. Creators can utilize different procedures to communicate feelings in short stories and books, for example, outcry focuses and italics. These strategies make it simpler for perusers to comprehend what the character feels. In verse, it is hard to comprehend your condition. These sonnets have various contrasts. The circumstance of verse and adversaries is unique. In Sukhrin’s sonnet, the condition is exceptionally miserable. In affection verse, the tone isn’t just dismal yet in addition exceptionally bold. The two sections are dismal so the two tones are in acceptable concurrence with the refrain. The other party is a lady in John Suckling’s verse, and Richard Lovelace’s sonnet is a restriction war. As indicated by the clarification, Suckling’s “the reason it is so pale, glad, darling” is an impersonation of the custom of affection in the court, demonstrating the writer’s uncertainty about the convention in the embarrassment and his knight’s joy. Sacling’s verse incorporates incongruity of the subjects. It blames youngsters utilizing coat love code as he considers his lady’s aloofness. An artist ‘s beau can not make a move outside of customs with the goal that he doesn’t direct his concentration toward ludicrousness and false reverence of his conduct. Without genuine love and sex understanding, ironicly the artist calls the sweetheart “youthful delinquent”, as they will be limited by crushed convictions. There is no uncertainty that verse and its three refrains have gained comparative ground. Be that as it may, the tone of verse is very contrastive. Wonder’s verse has indisputable dissatisfaction and want for affection. This is in sharp difference to Dawn’s verse where wickedness tone is self-evident. Marvell’s poeties express a great deal of feelings; both “carpe diem” (“get on the day”) and “tempus edax” (“time devourer”) are clear in this stanza. This is in sharp difference to the next two sections that don’t have clear feelings. Think about John Donne’s “The Flea” with Andrew Marvell’s “To His Coy Mistress” and conclude which is the most appealing thing. Understanding the tone of verse is significant for the artist to comprehend what he needs to state. This is likewise significant in choosing the topic of this sonnet. How would you choose the tone? In the wake of perusing just because, you may feel the tone of this sonnet. Be that as it may, how would you realize what is directly for you? You need proof from verse that underpins your case. You took a gander at the jargon and found the proof. The word reference is the decision that the writer picked when composing verse. If it’s not too much trouble consider the decisions you made when composing. You can pick what you can say anything. How would you pick the correct words? In the event that you need to get genuine, you can pick a few words to pass on a genuine tone. Initial segment of the guidelines: Please read the accompanying sentences. As a matter of first importance I will compose the sentences. Accentuate the (word) that you think will add to making the tone for each sentence. Single sentence: frozen yogurt dissolving PPreaccttiiccaall PPooeettrryy AA GGuididdee ttoo TTomeachchinngg CChmmmmoon CCoorree TTextxtt EExextmemplaarrss ffoor PPoetetryry iinn

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