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Dr. Tucker Balch Associate Professor School of Interactive Computing Computational Investing, Part I 025: Homework & Demo with Excel Find out how modern.

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Presentation on theme: "Dr. Tucker Balch Associate Professor School of Interactive Computing Computational Investing, Part I 025: Homework & Demo with Excel Find out how modern."— Presentation transcript:

1 Dr. Tucker Balch Associate Professor School of Interactive Computing Computational Investing, Part I 025: Homework & Demo with Excel Find out how modern electronic markets work, why stock prices change in the ways they do, and how computation can help our understanding of them. Learn to build algorithms and visualizations to inform investing practice. School of Interactive Computing

2  Find online broker to “paper trade.”  Invest $1M in 4 equities.  Assess your portfolio for 2011: Annual return Average daily return Stdev of daily return Sharpe Ratio  Compare with benchmark: SPY  Submit.pdf printout of your spreadsheet. Screenshot of your portfolio online. Homework 1 2

3 Demo Using Excel 3

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