Spring 2020 Project 5: Marketsim

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