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from utils import calculate_log_return | |
def display_as_percentage(val): | |
return '{:.1f}%'.format(val * 100) | |
amazon_prices = [1699.8, 1777.44, 2012.71, 2003.0, 1598.01, 1690.17, 1501.97, 1718.73, 1639.83, 1780.75, 1926.52, 1775.07, 1893.63] | |
ebay_prices = [35.98, 33.2, 34.35, 32.77, 28.81, 29.62, 27.86, 33.39, 37.01, 37.0, 38.6, 35.93, 39.5] | |
# Write code here | |
def get_returns(prices): | |
returns=[] | |
for i in range(len(prices)): | |
start_price=prices[i] | |
end_price=prices[i+1] | |
Log_returns=calculate_log_return(start_price,end_price) | |
returns.append(Log_returns) | |
return | |
return returns | |
amazon_returns= get_returns(amazon_prices) | |
ebay_returns= get_returns(ebay_prices) | |
print(amazon_returns) |
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from math import log, sqrt | |
# Calculate Log Return | |
def calculate_log_return(start_price, end_price): | |
return log(end_price / start_price) | |
# Calculate Variance | |
def calculate_variance(dataset): | |
mean = sum(dataset) / len(dataset) | |
numerator = 0 | |
for data in dataset: | |
numerator += (data - mean) ** 2 | |
return numerator / len(dataset) | |
# Calculate Standard Deviation | |
def calculate_stddev(dataset): | |
variance = calculate_variance(dataset) | |
return sqrt(variance) | |
# Calculate Correlation Coefficient | |
def calculate_correlation(set_x, set_y): | |
sum_x = sum(set_x) | |
sum_y = sum(set_y) | |
sum_x2 = sum([x ** 2 for x in set_x]) | |
sum_y2 = sum([y ** 2 for y in set_y]) | |
sum_xy = sum([x * y for x, y in zip(set_x, set_y)]) | |
n = len(set_x) | |
numerator = n * sum_xy - sum_x * sum_y | |
denominator = sqrt((n * sum_x2 - sum_x ** 2) * (n * sum_y2 - sum_y ** 2)) | |
return numerator / denominator |
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