Description
Problem 1: Covariance Matrix Decomposition:
Download historical data for 5 years and at least 100 companies or ETFs. In this problem, we will look at the covariance matrix for these assets and its properties.
1. Clean the data so that your input pricing matrix is as full as possible. Fill in any gaps using a reasonable method of your choice. Justify your choice.
2. Generate a sequence of daily returns for each underlying asset for each date.
3. Calculate the covariance matrix of daily returns and perform an eigenvalue decomposition on the matrix. How many positive eigenvalues are there? How many were negative? We know from theory that there should be no negative eigenvalues. If any are negative, what happened?
4. How many eigenvalues are required to account for 50% of the variance? How about 90%? Does this make sense to you?
![5. Write a program that implements a class called MyTeam. Your class should have the following private data items: Id (int), Name (string), Slogan (string), Wins (int), and Losses (int). You need to define properties with appropriate accessor functions for each of the data items. Methods should include a default constructor that sets values to the empty string or zero, a constructor that allows the user to specify all values for the data items, a member method called DisplayTeamInfo that outputs all the information for the given toy in a reasonable format. Challenge Problem: Code your set accessors to restrict all numeric fields (Id, Wins, Losses) to positive numbers. You can determine how you want to report/respond to the error. (25 pts) The code below is my suggestion for your Main() method for Program 22 static void Main(string[] args) { MyTeam myHitchhikers = new MyTeam(); myHitchhikers.Id = 42; myHitchhikers.Name = "Ford Prefect et. al."; myHitchhikers.Slogan = "Don't panic!"; myHitchhikers.Wins = 525; myHitchhikers.Losses = 42; Console.WriteLine("nTeam 1 Information"); myHitchhikers.DisplayTeamInfo(); MyTeam mykitties = new MyTeam(); Console.WriteLine("nTeall 2 Information"); mykitties.DisplayTeamInfo(); MyTeam myPatriots = new MyTeam(2023, "UC Patriots", "One Big Team", 42, 3); Console.WriteLine("nTeam 3 Information"); myPatriots.DisplayTeamInfo(); //This will test your Challenge Problem Settings if you attempted them Console.WriteLine("nTeam 4 Information"); MyTeam mywinners = new MyTeam(13, "Winners", "We like to win more than you do", -20, -35); } myllinners.DisplayTeamInfo();](https://gotit-pro.com/wp-content/uploads/2023/10/3e8c6678-946b-46ed-9c20-1515f2ff356a-324x229.png)
Ty Miyahara –
Thanks a lots, I really appreciate your effort it is an excellent report.
Jeff Minyard –
Excellent, thank you! Got solution extremely fast, within minutes.
Jp Grillo –
great work as usual thanks
Gordon Benton –
Second time coming to this website for a paper and it worked out great.