Difference between revisions of "Spring 2020 Project 5: Marketsim"
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==Tasks== | ==Tasks== | ||
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| + | ===Part 1: Basic simulator (90 points)=== | ||
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| + | ====How It Should Work==== | ||
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| + | ====Evaluation==== | ||
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| + | ===Part 2: Transaction Costs (10 points)=== | ||
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| + | ===Part 3: Implement author() function (deduction if not implemented)=== | ||
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| + | ===Short Code Check Example=== | ||
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| + | ===More Comprehensive Examples=== | ||
==What to turn in== | ==What to turn in== | ||
Revision as of 21:23, 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
