Regression of the Values of the Security Project (quantitative finance)

  Written report & Excel spreadsheet

Choose a publicly-traded security for which you can find a series of historical values and make a conjecture about related data (at least two data series) that might be used as predictors for this series of values

Find online data sources to get current data for both the predictors and the values of the security (up to 12/31/19 or more recent, if possible)

Download this data and copy it into Excel-- Create graphs of the data

Use Excel to conduct a regression of the values of the security against the predictors and verify the validity of underlying assumptions

– Check for homoscedasticity and serial correlation 

– If necessary, rerun the regression using robust standard errors

– Look for evidence of multicollinearity and eliminate redundant predictors if necessary 

Report should:

Clearly state the conjecture being investigated

Clearly describe the data sources used & data handling

Include links to data if possible

Clearly describe the analysis performed

Clearly state the conclusions you have drawn from this analysis