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Next Challenge: Female Solvers: Help us create your ideal reproductive health program! |
At its core, SIG leverages large data sets to make informed investment and trading decisions. Traders, quants, developers, and systems engineers work side by side to develop and implement trading strategies. We’d like to see whether you have the skills to manipulate data and extract market trends, just as if you were on one of our teams.
Create an application which forms indices (groups of stocks) based on similar price behavior over the last two years. Your application should list the companies for each group. To catch our attention, you can take it a step further and present the indices in another logical, visual way.
Data:
The attached zip file has 2 years of stock price data on each company in the Dow Jones Industrial Average. The company name is always listed in the 8th column and 2nd row. Your application should create a minimum of 2 indices.
Criteria:
Evaluations will be qualitative, but the best submissions will be efficient, simple, and produce highly correlated indices of stocks.
Top 5 share $750 | Next 5 share $250 |
$150.00 |
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Jin Pan Massachusetts Institute of Technology | |
$150.00 |
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alexander_bok Brown University |