Difference between revisions of "Spring 2020 Project 5: Marketsim"
Jump to navigation
Jump to search
| Line 12: | Line 12: | ||
== Template== | == Template== | ||
| + | |||
| + | Instructions: | ||
| + | * Download the appropriate zip file [[File:20Spring_marketsim.zip]] | ||
| + | * Implement the <tt>compute_portvals()</tt> function in the file <tt>marketsim/marketsim.py</tt>. | ||
| + | * The grading script is <tt>marketsim/grade_marketsim.py</tt>. For more details see here: [[ML4T_Software_Setup#Running_the_grading_scripts]] | ||
==Tasks== | ==Tasks== | ||
Revision as of 21:19, 5 February 2020
Contents
Due Date
03/08/2020 11:59PM Anywhere on Earth time
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.
Overview
In this project you will create a market simulator that accepts trading orders and keeps track of a portfolio's value over time and then assesses the performance of that portfolio.
Template
Instructions:
- Download the appropriate zip file File:20Spring marketsim.zip
- Implement the compute_portvals() function in the file marketsim/marketsim.py.
- The grading script is marketsim/grade_marketsim.py. For more details see here: ML4T_Software_Setup#Running_the_grading_scripts
