# The Misbehavior of Markets

Project Outline

1. Write a python program(s) to download end-of-day data last 25 years the major global stock market indices from Google Finance, Yahoo Finance, Quandl, CityFALCON, or another similar source.

[login to view URL] is a common assumption in quantitative finance that stock returns follow a normal distribution whereas prices follow a lognormal distribution For all these indices check how closely price movements followed a log-normal distribution.

[login to view URL] whether returns from these broad market indices followed a normal distribution?

For each of the above two parameters (price movements and stock returns) come up with specific statistical measures that clearly identify the degree of deviation from the ideal distributions. Graphically represent the degree of correspondence.

[login to view URL] of the most notable hypothesis about stock market behavior is the “Efficient market hypothesis” which also internally assume that market price follows a random-walk process. Assuming that Stock Index prices follow a geometric Brownian motion and hence index returns were normally distributed with about 20% historical volatility, write a program sub-module to calculate the probability of an event like the 1987 stock market crash happening ? Explain in simple terms what the results imply.

What does "fat tail" mean? Plot the distribution of price movements for the downloaded indices (in separate subplot panes of a graph) and identify fat tail locations if any.

[login to view URL] is often claimed that fractals and multi-fractals generate a more realistic picture of market risks than log-normal distribution. Considering last 10 year daily price movements of NASDAQ, write a program to check whether fractal geometrics could have better predicted stock market movements than log-normal distribution assumption. Explain your findings with suitable graphs.

*Use the following stock market indices for this project:

Use the following stock markets

1. Dow Jones (USA)

2. S&P 500 (USA)

3. Nasdaq (USA)

4 DAX (Germany)

5. FTSE (UK)

6. HangSeng (Hong Kong)

6. Kopsi ( Korea)

7. CNX NIFTY (India)

Về Bên Thuê:
( 9 nhận xét ) Toronto, Canada

ID dự án: #17304632

## 13 freelancer đang chào giá trung bình \$185 cho công việc này

schoudhary1553

Hello, I can help with you in your project python program to download data. I have more than 5 years of experience in Excel, Financial Analysis, Python, Statistical Analysis, Statistics. We have worked on several si Thêm

(254 Nhận xét)
7.5
rishiajmera

Hello, Greetings! With a proven track record of successful achievements, I am pleased to present my application for your consideration as a Freelancer. Please have a look at my profile and portfolio to get an idea o Thêm

(46 Nhận xét)
5.4
Valuesolutions

(15 Nhận xét)
5.2
saurabhk1290

sounds like a very good project I am an expert python developer and consider this project as suiting to my statistics domain. please do chat with me.

(3 Nhận xét)
3.6
gpmember88

Hi, I am experienced with web scraping, data analysis, statistical modeling, stochastic processes, etc. would love to help you with this project. can we chat for more details? thanks, G.

(8 Nhận xét)
3.2
DarkKnight2206

Hello! I am a python developer. I looked at your project and it seems interesting. I have all necessary skills required for this project. Ping me to discuss in detail.

(16 Nhận xét)
4.2
roshanasim

I am a Python developer with 4+ years of experience that specializes in multi-platform applications using PyQt, PySide/PyQt,Scrapy, BeautifulSoup 4, Pillow, Matplotlib, Xml, json, and csv modules, Celery As a develop Thêm

(1 Nhận xét)
1.5
sal5a16b6ce77c67

Hey its Abbas Can do this job with cost and time efficient we can develop professional relation, trust worthy

(0 Nhận xét)
0.0
ZhorzhAlexandr

Hi, my name is Alex and I live and work in Ukraine. I have more than 5 years of commercial programming experience - mostly python and I am open to use other tools that will be better for project. Couple of questions Thêm

(0 Nhận xét)
1.2
gdewhirst22

Hi, I am an actuarial consultant working in the banking and insurance sectors. I graduated with a Masters of Mathematics degree from the University of Warwick in 2016 with a first class degree. I have sat and passed Thêm

(0 Nhận xét)
0.0
(0 Nhận xét)
0.0
sarpuslu

I'm trained as a financial engineer and I've done many similar assignments like this during my education. I can help you with this project