Projects and assignments is your chance to get feedback on your work. The grade of the course is only based on the written exam, but you are encouraged to hand in in order to get feedback on your work. You may submit your reports/answers in English or in Danish.

The Projects is on applications of statistical methods for making trading strategies for ETFs.

Assignments focus on making algorithms using the methods presented in Chapter 9, and the result should be Python functions that can be applied in general settings, the data used is related to environmental data from Skive fjord

See the hand-in dates below. All participants handing in will receive feedback. The procedure is the following:

  • A .zip file with description, data and scripts is available below in DTU Learn (info about report format etc. is on the first page of the description).
  • Prepare the report as a pdf and hand it in via DTU Learn, attach also your Python script (ONLY pdf-FILES WILL BE EVALUATED, not .doc etc.).

The project and assignments are available on the bottom of this page

The following principles apply for working together a) It is recommended to carry out the calculations together in groups

Project and assignment dates

Day refer to day of the course (not calendar dates).

Date Project 1
Day 5 Assignment 1 hand-in (23:59:59)
Day 7 Project 1 hand-in (23:59:59)
Day 8 Get feedback on the assignment 1
Day 8 Assignment 2 hand-in (23:59:59)
Day 10 Get feedback on the project
Day 11 Get feedback on the assignment 2
Day 10 Assignment 3 hand-in (23:59:59)
Day 12 Get feedback on the assignment 3

.zip files

The .zip files for the project can be downloaded here: Project

The .zip files for the assignments can be downloaded here Assignment 1, Assignment 2, Assignment 3.