lukestein’s avatarlukestein’s Twitter Archive—№ 12,442

        1. Brainstorm: This fall Im teaching a course on “financial data, analytics, and practice.” I’m going to assign a weekly “puzzler” and looking for more ideas. Students will have to get the data, do a little analysis, and be prepared to discuss what they found for 1–2 min. 1/
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        Ideally there will be *something* to say with e.g., Yahoo Finance data and Excel, but room for someone willing to spend a little time with Bloomberg, CRSP, and/or Python to see why those tools are worthwhile. 2/
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      E.g., • Compare stock mkt returns by day-of-week • What happens on Fridays the 13th? • How often are S&P returns in between Dow and Nasdaq? (h/t @drgoldstein) What would you expect “by chance”? 3/
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    • Should you invest in long tickers or short ones? Vowels or consonants? • Does VIX predict realized vol? Doesn’t need to be markets-based. Ideas welcome, acknowledgement provided, and happy to share (anonymized) students’ best answers to your questions. 4/4
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