PSTAT_234_Final_Project

Contribution list:

Ben Ku:

• Provide the file Graphical Lasso.ipynb

Mi Yu:

• Write progress report and send it to Zhipu.

Xining Li:

• Download S&P 500 component stocks historical data in csv files from iex.
• Pickling the S&P 500 Data
• Created the Zipline starter file using the iex data
• Finished the Rebalancing Matrix Algorithm and Realized Return, Waiting for check
• Write python functions definition in the file Rebalancing.ipynb
• Write the Turn-Over Rate

Zhipu Zhou (Aaron):

• Modify progress report.
• Modify python functions definition in Rebalancing.ipynb with Xining.
• Write Size-of-the-short-side