WEBVTT 00:00.750 --> 00:07.830 Welcome to exercise 13 and we are here on the Jupiter dashboard and uh our exercise this file is still 00:07.830 --> 00:08.760 on the desktop 00:12.100 --> 00:18.050 and we're on path to financial data analysis and we open the top of the notebook for exercise. 00:18.070 --> 00:18.700 13 00:22.510 --> 00:28.930 and you will have the opportunity to perform some advanced analysis techniques so for example rolling 00:28.930 --> 00:32.140 statistics and financial reporting. 00:32.140 --> 00:34.130 And also here we have the new structure. 00:34.150 --> 00:40.660 So we have option one self guided and the first of all you have to impart the Dow Jones Industrial Average 00:40.660 --> 00:47.590 Index which is the most well known index in the US containing 30 large U.S. stocks. 00:47.590 --> 00:49.100 And actually your sort. 00:49.130 --> 00:49.580 Great. 00:49.600 --> 00:57.640 Simply moving ever it's us 50 and 200 and calculate the Visualize and compare them and then you sort 00:57.730 --> 01:04.750 verify a simple moving ever just the momentum strategy then we are going to financial reporting and 01:04.750 --> 01:13.180 calculate the 36 months the rolling mean return and rolling standard deviation of returns for the Dow 01:13.180 --> 01:19.420 Jones index and this would also indicate whether that's a positive or negative correlation between risk 01:19.450 --> 01:20.410 and return. 01:20.800 --> 01:27.880 And then you ask to import the S&P 500 Total Return Index and create the return triangle. 01:28.240 --> 01:35.020 So in the video lectures that we created the return triangle for the S&P 500 price return index and 01:35.080 --> 01:38.800 now it's your turn to analyze the total return. 01:38.800 --> 01:44.320 So that means including dividends and you should verify whether there is any period of eleven years 01:44.320 --> 01:49.600 or longer where investors lost money with the S&P 500. 01:49.720 --> 01:56.040 And finally you sort of calculate and visualize the 36 a month rolling correlation between the two indexes 01:56.090 --> 02:03.040 S&P 500 and Dow Jones and the supposed indexes that cover large U.S. companies. 02:03.040 --> 02:10.270 So there should be a higher correlation but it's interesting to see how the correlation evolves over 02:10.270 --> 02:11.090 time. 02:11.290 --> 02:18.890 So the correlation is not fixed over time and of course all of us have option to guided and instructed. 02:18.910 --> 02:26.140 And you can find the instruction and guidance for all of the questions and finally in the end there 02:26.160 --> 02:31.440 is also here the in section giving you even more help and guidance. 02:31.660 --> 02:34.110 And this is exercise 13. 02:34.140 --> 02:38.260 I hope you have fun and feel free to have a look also at these solutions by.