Class #03: Thursday 11-Nov-2010 and Saturday 13-Nov-2010
Each group MUST have a clean USB key with no files on it
other than their model and the files posted on this page.
L1: please email assignment to Lei Sun by Thurs at 7:00pm
L2: please email assignment to Lei Sun by Sat at 9:00am
Please bring the following file to class:
Clarifications, help, and hints:
Related articles and material
Class notes from the 1st half of class
Class notes from the 2nd half of class
What should our model include?
{Go back to FINA 584 home page}
Each group MUST have a clean USB key with no files on it
other than their model and the files posted on this page.
L1: please email assignment to Lei Sun by Thurs at 7:00pm
L2: please email assignment to Lei Sun by Sat at 9:00am
- Style analysis questions
- Data for students
- Fama-French and Rf data for students
Please bring the following file to class:
- HF portfolio data
Clarifications, help, and hints:
- Example making variable dates with EOMONTH and VLOOKUP
- Example of with graph tricks
Related articles and material
- Berkshire Hathaway style analysis
Class notes from the 1st half of class
- Printed 1 slide per page
- Printed 6 slides per page
Class notes from the 2nd half of class
- Printed 1 slide per page
- Printed 6 slides per page
What should our model include?
- At an absolute minimum, your model should do a Sharpe (1992) style analysis
and output results in a user-friendly format. - Your model can also provide the user with some overview statistics about the
fund such as average monthly return, stdev, return(APR), etc. If you would
like to calculate more statistics such as a Sharpe Ratio, I've attached/posted
some data to help. Your model can draw graphs, etc.
{Go back to FINA 584 home page}
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Modeling: Class 03