One projects have to passed projects in order to take the exam Your report must be accepted for you to be able to attend the written exam, but the grade of the course is only based on the written exam. The project is formulated both in English and in Danish. You may submit your reports in English or in Danish.

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 under assignments 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 R script (ONLY pdf-FILES WILL BE EVALUATED, not .doc etc.).
  • On day 12 you get a mail if its approved and with name of the TA who evaluated it. You can also see a short written feedback in DTU Learn
  • On day 12 at the group exercise you can get feedback from the TA about your report
  • On day 12 you can, if your report wasn’t approved, hand in an improved report which is then evaluated

Project 1 is available under Assignments in DTU Learn

  • Trading with ETF

The following principles apply for working together a) It is recommended to carry out the calculations together in groups, thus it is allowed to hand in identical R-scripts b) The report must be written individually and the handed in .pdf will be checked for plagiarism

The following principles apply to for seeking help for projects from TAs a) It is OK with help to get R code to run - as a starting point only to functions/code which is covered by the course material. So not for various alternative solutions found online b) Reasonable yes/no questions can be answered c) Fundamental questions can be answered with a reference to the appropriate section in the material

Participants that have been on a exam list in a previous version with/without such projects, may simply choose not to make them During first days participants that is on an exam list before 2014 December or that we have registered as having approved a project will receive a mail stating this. Participants that have had their projects approved in an earlier semester need not to hand in again. In case of doubts mail pbac@dtu.dk.

Project dates

Date Project 1
Day 8 Project 1 hand-in (23:59:59)
Day 12 Mail stating if you passed Project 1 and which TA evaluated it
Day 12 Get feedback on the project during the exercises from the TA that evaluated your report
Day 12 Re-hand in deadline of Project 1 (23:59:59)

.zip files

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