part2

Hi all did a small exercise using python testing for significance between exam periods: may vs november: # -*- coding: utf-8 -*- """ Created on Wed May 31 07:57:29 2023 @author: efaes """ import pandas as pd data = { "Administration": ['May 2013', 'November 2013', 'May 2014', 'November...

Hi, I am reviewing the EWMA model section and found returns were calculated on straight (Pt+1/Pt)-1, shouldn't the returns be calculated on log basis? Also what's the assumption for the test per se?

We hope that everyone did well on the exam! We would love to hear any feedback that you have. How did it go? Did you encounter unexpected questions? Thank you in advance for any feedback you can provide!