GitHub - lin-jiang123/quantfinance

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
__pycache__		__pycache__
Q1.py		Q1.py
Q1.txt		Q1.txt
Q2.py		Q2.py
Q2.txt		Q2.txt
Q3.py		Q3.py
Q3.txt		Q3.txt
README.txt		README.txt
johansen_test.py		johansen_test.py

Repository files navigation

The repository contains 3 py files (Q1/Q2/Q3) which answer the 3 questions respectively. The key outputs are saved in text files (Q1/Q2/Q3). 

All the data are fetched via my personal Quandl API. When running the scripts, please replace the API placeholder with a real Quandl API. 

Along with the py files, I've also enclosed a brief write up in the email.

Thanks!