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Overview

Overview. Read CSV into “trades” array Scan trades for symbols and dates Read in data Scan trades to update cash Scan trades to create ownership array & value Scan cash and value to create total fund value. Read CSV Into “trades” array, then scan it. Build list of symbols

brittany-price
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Overview

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Presentation Transcript

  1. Overview • Read CSV into “trades” array • Scan trades for symbols and dates • Read in data • Scan trades to update cash • Scan trades to create ownership array & value • Scan cash and value to create total fund value

  2. Read CSV Into “trades” array, then scan it • Build list of symbols • Build date boundaries

  3. Read Data • Read in using date boundaries • Read all symbols • Focus on adjusted close

  4. Read Data

  5. Can Trades to Update Cash

  6. Scan Trades to Create Value Array

  7. Create Total Fund Value

  8. What’s Left? • Charting • Computing metrics • Sharpe Ratio • Total Return • STDDEV

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