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By February 17, 2021No Comments

   Q2 Using Matlab, Python, or similar language and the real-life 1-minute data for the ES (approximately, 2.4 million minutes) and FT (approximately, 3.2 million minutes) markets, which are already back-adjusted since inception data for the S&P 500 E-Mini and FTSE-100 futures in the ASCII “Date,Time,Open,High,Low,Close,Volume” (header) comma-separated format, please, measure and plot in lin-lin (linear-linear) and log-log (logarithm with base 10) scales the function for . The data files “ES” and “FT” are uploaded into “Lecture #4” folder on CourseWorks. Using these results and standard regular least squares linear regression output, estimate the algebraic slope : . Provide it with some of the additional standard outputs of the least squares procedure: the slope and coefficients in regression between and . Please, accompany your findings with detailed notes and code that was used. You can use the handouts charts for comparisons against your results. In a few sentences write down possible inferences from your results and comparisons. Write detailed explanations. ES & FT files: 或进入 获取,在首页输 入取件码:972605(24小时内有效) 欢迎咨询51作业君


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