FIN570: Quantitative Methods in Finance
Final Exam – Group Project Spring 2024
due at midnight Monday April 29, 2024
Please email your inal report to the instructor, [email protected]
Each group only submits one report, with the names of all group members on title page. Please make sure to include “FIN570 project” in the subject line of your email. Late report will NOT be considered for credit.
Potential inancial data sources:
. Class account at WRDS:
https://wrds-www.wharton.upenn.edu/login/
Username:in570
Password: Fall2021class
In WRDS, I/B/E/S, CRSP, and Compustat are the most commonly used data set.
. https://data.worldbank.org/
. Consumer price index
https://www.bls.gov/cpi/
. Unemployment, University of Michigan: Consumer Sentiment, cpi, etc
https://fred.stlouisfed.org/
. Interest Rate:
https://fred.stlouisfed.org/categories/22
. Yahoo Finance:
https://inance.yahoo.com/
. Asset Pricing: Data Library for Fama French factors
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
. other inancial data of your choices
General Instruction on the inal report
Your project report should be organized in the following order: abstract (one paragraph of executive summary), introduction (describe the problem under your investigation), methodology (describe your data, and all your models), discussion (discuss your model selection process, discuss your indings based on the statistical analysis, comment on your inal model and its interpretation), and inally conclusion (one paragraph). Please put all tables and/or graphs in the main body of the report, and put all R codes in the appendix. Please note that your report should be typed and no more than 10 pages (including graphs, tables, and possible R output related to the data analysis). The page limit does not count the appendix with R codes.