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In this project you will create a basic market simulator that accepts trading orders and keeps track of a portfolio's value and saves it to a file. You will also create another program that assesses the performance of that portfolio.
Part 1: Create a market simulation tool, marketsim.py that takes a command line like this:
Where the number represents starting cash and orders.csv is a file of orders organized like this:
Your simulator should calculate the total value of the portfolio for each day using adjusted closing prices (cash plus value of equities) and print the result to the file values.csv. The contents of the values.csv file should look something like this:
Part 2: Create a portfolio analysis tool, analyze.py, that takes a command line like this:
The tool should read in the daily values (cumulative portfolio value) from values.csv and plot them. It should use the symbol on the command line as a benchmark for comparison (in this case $SPX). Using this information, analyze.py should:
Grab this zip file to get the input files to run your code against: media:orders-files.zipShort example to check your code
Here is a very very short example that you can use to check your code. Assuming a 1,000,000 starting cash and the orders file orders-short.csv:
The orders file:
The daily value of the portfolio (spaces added to help things line up):
For reference, here are the adjusted close values for AAPL on the relevant days:
The full results:More comprehensive examples
We provide an example, orders.csv that you can use to test your code, and compare with others. All of these runs assume a starting portfolio of 1000000 ($1M).
Implementation suggestions & assumptions
The other sample file is orders2.csv that you can use to test your code, and compare with others.
In terms of execution prices, you should assume you get the adjusted close price for the day of the trade.What to expect when you turn in your assignment (Coursera)
Once you create the tools described above, you will be asked to run specific orders files through your code and then to run the results through your analyze tool to report on various measures such as Sharpe Ratio and Cumulative Return.Deliverables for on campus GT students
To do: Run your code for the two files orders.csv and orders2.csv. Generate charts for the two runs.
alt Example chart. $DJI (green) is the benchmark blue is the fund.
VocALign Project 3 (VST3 Plug-in Version)Fast, Basic Functionality, Low Cost
VocALign Project 3 provides the latest version of the basic and legendary VocALign program that has been available since 1995, providing instant tight alignment of one audio signal to another. Simply capture a Guide signal with the right timing, capture a Dub signal to be aligned, press one button, and a new aligned Dub is generated and returned to your DAW.
Quietly legendary, VocALign's early life included use in music production ranging from Shania Twain and Steely Dan to Black Eyed Peas; as well as in popular TV shows such as Friends and Seinfeld and in blockbuster films including Harry Potter and Lord of the Rings.Main Features
"VocALign is the most significant advance in Automatic Dialogue Replacement editing in my twenty-three years as an editor."
Julia Evershade, Dialogue Editor: “The Matrix”, “The Green Mile”, “Antz”, “8 Mile”
"VocALign is a staple really, especially for backing vocals."
Steve Williams- Musical Director and Producer: Lisa Stansfield, Sting, The Human League, Gary Barlow
Discover the main differences between VocALign Project, VocALign Pro and Revoice Pro – see our Feature Comparison Chart
Demo of VocALign used for ADR -
Lip Syncing Replacement Dialog
Demo of VocALign used for tightening vocal harmonies
All problems are from Hennessy and Patterson, unless otherwise stated. Hand in hard copy in class on the due date. Answers will be posted after the due date.
Homework #1 - Unit 1 - Problems 1.2 (a-e), 1.7 (a-c), 1.11, 1.17 (a-d) - due Sept. 14
Homework #2 - Unit 2 - Problems 2.1 (a,b), 2.3 (a-d), 2.10, 2.12 (a,b) - due Sept. 21
Homework #4 - Unit 5 - not from the book - due Nov. 2
Homework #5 - Unit 4 - Problems A.13, 3.1, 3.7, 3.8, 3.10 - due Nov. 30
Project - Cache simulator, with useful files - due Dec. 3, 6:00PM
Homework #6 - Unit 6 - Problems Problems 7.9, 7.10, 7.12 (a,c) - due Dec. 9
Last updated Thursday, 09 December 2004 01:31 PM
UPDATE: Project Nexus 2 now in development! Head over to www.projectnexus2.com for updates :D
Follow us on Tumblr: teammadness.tumblr.com for development details and sneak peeks, and on Facebook /projectnexus2 to come chat with us about updates and such.
This game currently features:
* Arena Mode - Play through the Nexus Training Program and become the most powerful L337 Unit in all of Nevada!
* Story Mode - Take down Project Nexus, selecting from a handful of heroes from the Madness universe to do the job.
But the story is not over! This game will be updated with more missions, more story, more game modes, and MOAR MADNESS.
Hope you enjoy!
-Krinkes & Swain 4EVER
// ******* UPDATE LOG v1.7: ******* //
* ZOMBIE ARENA MODE!
* NEW GUNS: Thompson, MP40, G36, AutomagV, and P1445
* NEW HELMETS: All sorts of tasty treats.
* LOW QUALITY BACKGROUNDS OPTION - Good for laggy computers on Arena mode!
* NEW NPC: Cheshyre added to Arena. He is a Zombie wreckingball.
* M249 NERFED - Rifle perks no longer apply, and it's a pain in the ass to lug around.
* MOAR DEATHS: Four new ways for suckas to die.
// ******* UPDATE LOG v1.8: ******* //
* STORY MODE: Brand new EPISODE 1.5!
* NEW WEAPONS: ElectroCannon and Science-y stuff.
* NEW ENEMIES: Abominations, Sleepwalker Patients, Riot Guards, and more!
* NEW NPC: Luis is ready to drink all of your liquor.
Thanks for your patience on eliminating these bugs. Not everything translates well from testing after release :( Good news is, with you guys helping me find problems, I can eliminate them even more quickly! Keep it coming, and thanks for helping us out while we try to make Project Nexus a better game for you!