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IanCheng1128/Computional-Finance-Final-Team-Project

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Computional-Finance-Final-Team-Project

  • Use liburl to retrieve historical price data from Yahoo Finance: A function retrieves the adjusted close prices for selected S & P 500 stocks and SPY into memory.
  • Create a set of classes such as class for stock to handle EPS estimate and price information.
  • Use member functions or independent functions for all calculation. Overload a few arithmetic operators for vector/matrix.
  • The stocks and their corresponding price information for each group should be stored in a STL map, with stock symbol as its keys.
  • The expected AAR, AAR SD, and expected CAAR and CAAR SD for 3 groups are presented in a matrix. The row of the matrix is the group#, matrix columns are for AAR, AAR-SD, CAAR, CAAR-SD
  • Use gnuplot to show the CAAR from all 3 groups in one graph.

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