Homework and Other Assignments
Homework 1 -
Calculating Log Continuous Growth Rates from data for SPY
Detailed instructions on how to do the Financial Prices SD Calculation for SPY (choose this or the quick and dirty)
Quick and dirty instructions for Financial Prices SD Calculations for SPY (optional)
Historical Volatility Step 1 Excel workbook zipped (required)
Instructions on how to download historical price data (video)
The desired result from this homework (video) (do not review until completing the homework)
Homework 2 -
Calculating MVHR for Jet Fuel and Correlation for TLT and JNK
Homework instructions (video file)
Minimum Variance Hedge Ratio Excel workbook zipped