Project 8 Development - Revision history

Jfox44: /* Auto-Grader (70 points) */

2020-03-20T14:21:36Z

Auto-Grader (70 points)

Jfox44: /* Revisions */

2020-03-20T04:03:04Z

Revisions

Jfox44: /* Auto-Grader (70 points) */

2020-03-20T03:59:33Z

Auto-Grader (70 points)

Jfox44: /* Auto-Grader (70 points) */

2020-03-20T03:56:46Z

Auto-Grader (70 points)

Jfox44: /* Report (30 Points) */

2020-03-20T03:54:55Z

Report (30 Points)

Jfox44: /* Report (30 Points) */

2020-03-20T03:51:53Z

Report (30 Points)

Jfox44: /* Required, Allowed & Prohibited */

2020-03-20T03:42:11Z

Required, Allowed & Prohibited

Jfox44: /* Required, Allowed & Prohibited */

2020-03-20T03:39:51Z

Required, Allowed & Prohibited

Jfox44: /* Required, Allowed & Prohibited */

2020-03-20T03:38:51Z

Required, Allowed & Prohibited

Jfox44: /* Manual Strategy (6 Points) */

2020-03-20T03:37:00Z

Manual Strategy (6 Points)

@@ Line 344: / Line 344: @@
 ** If any part of code crashes: 0 points awarded.
 ** Learner returns different trades when impact value is significantly different: 5 points
 We reserve the right to use different time periods if necessary to reduce auto grading time.

@@ Line 5: / Line 5: @@
 ==Revisions==
-This assignment is subject to change up until 3 weeks prior to the due date. We do not anticipate changes; any changes will be logged in this section.
+This assignment is subject to change up until 3 weeks prior to the due date. We do not anticipate any major changes; any changes will be logged in this section.
 ==Overview==

@@ Line 344: / Line 344: @@
 ** If any part of code crashes: 0 points awarded.
 ** Learner returns different trades when impact value is significantly different: 5 points
-* Is any submitted code lacking a comment with the student's name and User ID? -5 points for each occurrence, up to a maximum of -20
+* <s>Is any submitted code lacking a comment with the student's name and User ID? -5 points for each occurrence, up to a maximum of -20</s>.
 We reserve the right to use different time periods if necessary to reduce auto grading time.

@@ Line 344: / Line 344: @@
 ** If any part of code crashes: 0 points awarded.
 ** Learner returns different trades when impact value is significantly different: 5 points
-* Is any submitted code lacking a comment with the student's name and User ID? -5 points for each occurance, up to a maximum of -20
+* Is any submitted code lacking a comment with the student's name and User ID? -5 points for each occurrence, up to a maximum of -20
 We reserve the right to use different time periods if necessary to reduce auto grading time.

@@ Line 262: / Line 262: @@
 * Does the report description match the code? (up to -10 points)
-====Indicator Overview (4 Points)====
+====Indicator Overview (2 Points)====
-* Are the indicators used in Manual Strategy and Strategy Learner briefly described (up to -4 points)
+* Are the indicators used in Manual Strategy and Strategy Learner briefly described (up to -2 points)
 ====Manual Strategy (6 Points)====
@@ Line 280: / Line 280: @@
 ** Are vertical lines, appropriately colored, included to indicate entries (-1 point)
-====Strategy Learner (5 Points)====
+====Strategy Learner (6 Points)====
 * Is the method by which the learner is utilized to create a trading strategy described sufficiently clearly that an informed reader could reproduce the results without referencing your code? (up to -5 points)
@@ Line 289: / Line 289: @@
 * Is the required experiment compellingly supported the required chart? (-3 points)
-====Experiment 2 (5 Points)====
+====Experiment 2 (6 Points)====
-* Is the required experiment explained well? (up to -3 points)
+* Is the required experiment explained well? (up to -4 points)
 * Is the required experiment compellingly supported with tabular or graphical data?? (-2 points)

@@ Line 167: / Line 167: @@
 * Step-by-step instructions to run your code.
-==Report (30 Points)==
+==Report ==
 Word Count limit: 4000 words
@@ Line 175: / Line 175: @@
 Chart limit: 10 charts
-===Indicator Overview (4 Points)===
+===Indicator Overview===
 Briefly describe the indicators you used to devise your <b>Manual Strategy</b> and <b>Strategy Learner</b>. You must use a minimum of 3 indicators of the 5 you implemented in Project 6.
 * Include the parameters for each indicator that are optimized in both <b>Manual Strategy</b> and <b>Strategy Learner</b>.
-===Manual Strategy (6 Points)===
+===Manual Strategy===
 Describe how you combined your indicators to create an overall signal. How do you decide to enter and exit your positions and why? Why do you believe (or not) that this is an effective strategy? Create a chart that shows, in-sample:
@@ Line 207: / Line 207: @@
 **Mean of daily returns of benchmark and <b>Manual Strategy</b> portfolio
-===Strategy Learner (5 Points)===
+===Strategy Learner===
 The centerpiece of this section should be the description of how you utilized your learner to determine trades:
@@ Line 213: / Line 213: @@
 * Describe how you discretized (standardized) or otherwise adjusted your data. If not, tell us why not.
-===Experiment 1 (10 Points)===
+===Experiment 1===
 <b>Manual Strategy</b> / <b>Strategy Learner</b>
@@ Line 228: / Line 228: @@
 * Value of the Benchmark portfolio (normalized to 1.0 at the start)
-===Experiment 2 (5 Points)===
+===Experiment 2===
 <b>Strategy Learner</b>

@@ Line 367: / Line 367: @@
 * Your project must be coded in Python 3.6.x.
 * Your code must run on one of the university-provided computers (e.g. buffet01.cc.gatech.edu).
-* Use only the API functions in util.py to read data.
+* Use only the API functions in util.py to read data. Do NOT modify this file or copy the code from it into other files. For grading, we will use our own unmodified version.
 * All charts must be generated in Python, and you must provide the code you used.
 Allowed:
@@ Line 382: / Line 383: @@
 * Modifying (or depending on modifications to) util.py.
 * Any libraries not listed in the "allowed" section above.
 * Any code you did not write yourself.

← Older revision		Revision as of 03:39, 20 March 2020
Line 383:		Line 383:
	* Any libraries not listed in the "allowed" section above.		* Any libraries not listed in the "allowed" section above.
	* Any code you did not write yourself.		* Any code you did not write yourself.
		+
		+	== FAQs ==
		+
		+	* <span style="color:red"><b>Q:</b></span> I want to read some other values from the data besides just adjusted close, how can I do that? <br><span style="color:red"><b>A:</b></span> Look carefully at util.py and you will see that you can query for other values.
		+
		+	* <span style="color:red"><b>Q:</b></span> Are we only allowed one position at a time? <br><span style="color:red"><b>A:</b></span> You can be in one of three states: -1000 shares, +1000 shares, 0 shares.
		+
		+	* <span style="color:red"><b>Q:</b></span> Are we required to trade in only 1000 share blocks? (and have no more than 1000 shares long or short at a time? <br><span style="color:red"><b>A:</b></span> You can trade up to 2000 shares at a time as long as you maintain the requirement of holding 1000, 0 or -1000 shares.
		+
		+	* <span style="color:red"><b>Q:</b></span> Are we limited to leverage of 2.0 on the portfolio? <br><span style="color:red"><b>A:</b></span> There is no limit on leverage.

← Older revision		Revision as of 03:38, 20 March 2020
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	==Required, Allowed & Prohibited==		==Required, Allowed & Prohibited==
		+
		+	Required:
		+	* Your project must be coded in Python 3.6.x.
		+	* Your code must run on one of the university-provided computers (e.g. buffet01.cc.gatech.edu).
		+	* Use only the API functions in util.py to read data.
		+	* All charts must be generated in Python, and you must provide the code you used.
		+
		+	Allowed:
		+	* You can develop your code on your personal machine, but it must also run successfully on one of the university provided machines or virtual images.
		+	* Your code may use standard Python libraries.
		+	* You may use the NumPy, SciPy, matplotlib and Pandas libraries. Be sure you are using the correct versions.
		+	* Code provided by the instructor, or allowed by the instructor to be shared.
		+	* A herring.
		+
		+	Prohibited:
		+	* Generating charts using a method other than Python.
		+	* Any other method of reading data besides util.py
		+	* Modifying (or depending on modifications to) util.py.
		+	* Any libraries not listed in the "allowed" section above.
		+	* Any code you did not write yourself.

@@ Line 276: / Line 276: @@
 * Does the strategy obey holding constraints (-6 points)
 * Does the provided chart(s) include:
-**Value of benchmark normalized to 1.0 with green line (-1 point)
+** Value of benchmark normalized to 1.0 with green line (-1 point)
 ** Value of portfolio normalized to 1.0 with red line (-1 point)
 ** Are vertical lines, appropriately colored, included to indicate entries (-1 point)