COMP2022 Programming for FinTech Applications
Spring 2020
Professor: Dr. Grace Wang
March 27 2020 Friday
1
1
Agenda
qQuiz 1-Excel
qR: Learn by Example
2
2
1
Review Excel
qFunctions: rows(); index()
https://exceljet.net/excel-functions/excel-index-function
qGoogle ¡°how to flip cells in excel?¡±
https://www.ablebits.com/office-addins-blog/2017/07/26/flip-data- columns-rows-excel/
qData table
¡ì Formula: copy the formula to the right place ¡ì Set up row variable and column variable
3
3
Review: portfolio
qA portfolio:
¡ì Riskless asset + risky asset
¡ì How to determine the percentage?
qRisky asset
¡ì Different correlated risky assets
¡ì Stocks of different sectors
¡ì Currency($DXY)
¡ì Commodity: oil (USO, /CL), gold (TLT, /GC) ¡ì Bond: (TLT, /ZB,/ZN)
4
4
2
Learning R by example
qDealing with 10 firms¡¯ return and accounting data.
5
5
Homework
qRedo the examples in class independently without checking any resources.
6
6
3