I need your services for a finance and excel project
This project develops your quantitative and Excel modeling skills, which are crucial for success in academics and
Situation and Audience:
You’re an analyst at a hedge fund and have been asked by your managing director to collect and analyze financial data
and build several Excel based financial models.
For this project you will need the following data:
❶S&P 500 index (SP500) monthly data through November 1
, 2012. Data is available at FRED. Note that FRED
reports the S&P 500 monthly series on the first day of each month.
❷US 3 month T-Bills (TB3MS) monthly interest rates data through November 1
, 2012. Data is available at FRED.
Note that FRED reports the TB3MS monthly interest rate series on the first day of each month.
❸Closing prices, returns, and capital gains monthly data through December 2011 for two stocks in “different”
industries (except for: Nokia, Google, Potash, and American Express) which are traded on the New York Stock
Exchange (NYSE), the American Stock Exchange (AMEX), or NASDAQ. Data is available at CRSP through U of T’s
CHASS website (see lecture slides for screen shot instructions). Note that CRSP reports monthly stock prices,
returns and capital gains on the last working day of each month.
❹Closing prices and “adjusted closing prices” monthly data from January 2012 through October 2012 for the two
stocks in step ❸. Data is available at http://finance.yahoo.com/. Note that Yahoo reports monthly prices and
adjusted closing prices on the last working day of each month and that the “adjusted closing price” adjusts the
closing price for, amongst others, dividend payments. You will have to figure out which of these “prices”
corresponds to the “monthly closing prices” in CRSP.
To download data from FRED I highly recommend installing and using FRED’s Excel add-in (available here). FRED’s Excel
add-in is a little cumbersome to setup but once installed, it’s a cinch to download a plethora of data series (the add-in
converts Excel into a “Bloomberg terminal”).
Skills: finance, yahoo