Engineering >> Computer Science & Engineering

Tracking the Yield of Securities

by Jack Leal

 

Submitted : Spring 2012


In my project I calculated and graphed the average return of securities over a period of time by using the closing prices of select securities for a two year period. Using Microsoft Excel spreadsheets one can get a list of closing prices off of the internet. With these I calculated the daily return for each day and graphed these onto a scatter plot. Using that I obtained the 5th degree polynomial equation that best fits the chart to get an average formula of security change. Then with that I proceeded to calculate the average return of the security over a period of time using an integral of the previous polynomial equation. These results show the yield of securities so one can determine which securities are beneficial to keep or not and allows the maximization of profit.

 


 

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Advisors :
Arcadii Grinshpan, Mathematics and Statistics
Sutap Chatterjee, Verizon
Suggested By :
Sutap Chatterjee