# The Misbehavior of Markets

Project Outline

1. Write a python program(s) to download end-of-day data last 25 years the major global stock market indices from Google Finance, Yahoo Finance, Quandl, CityFALCON, or another similar source.

2. It is a common assumption in quantitative finance that stock returns follow a normal distribution whereas prices follow a lognormal distribution For all these indices check how closely price movements followed a log-normal distribution.

3. Verify whether returns from these broad market indices followed a normal distribution?

4. For each of the above two parameters (price movements and stock returns) come up with specific statistical measures that clearly identify the degree of deviation from the ideal distributions. Graphically represent the degree of correspondence.

5. One of the most notable hypothesis about stock market behavior is the “Efficient market hypothesis” which also internally assume that market price follows a random-walk process. Assuming that Stock Index prices follow a geometric Brownian motion and hence index returns were normally distributed with about 20% historical volatility, write a program sub-module to calculate the probability of an event like the 1987 stock market crash happening ? Explain in simple terms what the results imply.

6. What does "fat tail" mean? Plot the distribution of price movements for the downloaded indices (in separate subplot panes of a graph) and identify fat tail locations if any.

7. It is often claimed that fractals and multi-fractals generate a more realistic picture of market risks than log-normal distribution. Considering last 10 year daily price movements of NASDAQ, write a program to check whether fractal geometrics could have better predicted stock market movements than log-normal distribution assumption. Explain your findings with suitable graphs.

Tentang Majikan:
( 0 ulasan ) Nigeria

ID Projek: #17341869

## 11 pekerja bebas membida secara purata \$212 untuk pekerjaan ini

schoudhary1553

Hi there..... Warm Greetings We came along with your request for excel and python task and we reviewed your project description. We'd like to help you with confidence and satisfying results... We have professi Lagi

\$250 USD dalam 3 hari
(299 Ulasan)
7.7
\$155 USD dalam sehari
(91 Ulasan)
6.5
DarkKnight2206

Hello! I am a python developer. I looked at your project and it seems interesting. I have all necessary skills required for this project. Ping me to discuss in detail.

\$125 USD dalam 2 hari
(23 Ulasan)
5.1
roshanasim

I am a Python developer with 4+ years of experience that specializes in multi-platform applications using PyQt, PySide/PyQt,Scrapy, BeautifulSoup 4, Pillow, Matplotlib, Xml, json, and csv modules, Celery I am also wo Lagi

\$194 USD dalam 3 hari
(18 Ulasan)
4.6
\$222 USD dalam 15 hari
(29 Ulasan)
4.5
WIFTCAP

Hi !! Nice to E-meet you We have a team of experienced python, django developers. We have developed a sophisticated trading platform ([login to view URL]) using python, django, postgresql. Our python/django de Lagi

\$150 USD dalam 3 hari
(12 Ulasan)
4.3
maysamk19

Hello, I have extensive experience in python and financial markets and would love to help you out on this project. I currently work part-time as a consultant for a long/short equity hedge fund part/time in Palo Al Lagi

\$244 USD dalam 3 hari
(8 Ulasan)
4.1
koraybeyaz

We are a team of engineers and data scientists experienced with machine learning, statistics, forecasting and data analysis with Python. If you have 7-8 days, we can help you with this project.

\$250 USD dalam 8 hari
(11 Ulasan)
3.7
supersuntech

House object detection for an Australian client -Traffic light detection for a self-driving car startup -Logo detection in a video stream for a Israeli brand endorsement company [login to view URL] - classification for different f Lagi

\$155 USD dalam 3 hari
(1 Ulasan)
3.6
somarastogi

proficient in data analysis projects . Proficient in python for data transformation and visualization .Also Proficient in statistical modelling .Message me to further discussion about the projects .

\$255 USD dalam 3 hari
(6 Ulasan)
4.1
\$333 USD dalam 5 hari
(0 Ulasan)
0.0