Highlights
Task 1
• Create a data frame containing information about all of the trades the strategy made (i.e. trades for every stock should be in the one data frame). For this task, a trade is a pair of buy and sell transactions. For example, if I buy 1000 shares in Westpac and then sell them three days later, I have made one trade, which is comprised of two transactions (buying the shares and then selling them). Print the first 10 rows and last 10 rows of the data frame. The data frame should have the following columns:
Profit – profit of the trade
• Calculate descriptive statistics (sum/total, number of trades, mean, median, standard deviation, maximum and minimum) of the trading profits for each stock, as well as the total trading profits.
• Comment on the performance of the strategy, including which stock performed the best and whether you would recommend this strategy to the trader.
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