Question

In: Statistics and Probability

Q1) construct a contingency table for the positive and non-positive returns of the two stocks Date...

Q1) construct a contingency table for the positive and non-positive returns of the two stocks

Date BIT MAC
11/3/13 52.06 37.7145
18/3/13 53.84 34.8626
25/3/13 99.99 36.5344
1/4/13 139.23 36.023
8/4/13 113.07 37.5375
15/4/13 123.93 35.3838
22/4/13 141.36 37.3506
29/4/13 126.5 42.3956
6/5/13 120.39 45.2082
13/5/13 125.5 43.8118
20/5/13 142.52 41.8547
27/5/13 137.88 42.4546
3/6/13 115.66 39.6617
10/6/13 120.98 40.8615
17/6/13 125.28 41.127
24/6/13 111.97 41.1762
1/7/13 97.54 41.2647
8/7/13 114.95 43.9986
15/7/13 96.5 43.3299
22/7/13 92 42.2973
29/7/13 99.95 44.451
5/8/13 125.49 43.025
12/8/13 104.1 43.6839
19/8/13 109.53 43.8904
26/8/13 158.75 43.1332
2/9/13 136.12 45.4049
9/9/13 147.87 47.9913
16/9/13 143.09 49.1715
23/9/13 142.08 48.0897
30/9/13 140.24 47.7455
7/10/13 151.77 47.2538
14/10/13 193.52 49.3386
21/10/13 213.89 50.3516
28/10/13 233.5 52.2201
4/11/13 331.05 53.6559
11/11/13 547.08 53.6461
18/11/13 974.55 53.5969
25/11/13 1191.99 53.2822
2/12/13 1016.27 50.9908
9/12/13 1027.82 51.335
16/12/13 781.78 54.8
23/12/13 889.11 54.95
30/12/13 999 55

please construct on on excel.

Solutions

Expert Solution

Date BIT MAC ret_BIT ret_MAC sign_BIT sign_MAC
11-03-2013 52.06 37.7145
18-03-2013 53.84 34.8626 0.034191 -0.07562 1 -1
25-03-2013 99.99 36.5344 0.857169 0.047954 1 1
01-04-2013 139.23 36.023 0.392439 -0.014 1 -1
08-04-2013 113.07 37.5375 -0.18789 0.042043 -1 1
15-04-2013 123.93 35.3838 0.096047 -0.05737 1 -1
22-04-2013 141.36 37.3506 0.140644 0.055585 1 1
29-04-2013 126.5 42.3956 -0.10512 0.135071 -1 1
06-05-2013 120.39 45.2082 -0.0483 0.066342 -1 1
13-05-2013 125.5 43.8118 0.042445 -0.03089 1 -1
20-05-2013 142.52 41.8547 0.135618 -0.04467 1 -1
27-05-2013 137.88 42.4546 -0.03256 0.014333 -1 1
03-06-2013 115.66 39.6617 -0.16115 -0.06579 -1 -1
10-06-2013 120.98 40.8615 0.045997 0.030251 1 1
17-06-2013 125.28 41.127 0.035543 0.006498 1 1
24-06-2013 111.97 41.1762 -0.10624 0.001196 -1 1
01-07-2013 97.54 41.2647 -0.12887 0.002149 -1 1
08-07-2013 114.95 43.9986 0.178491 0.066253 1 1
15-07-2013 96.5 43.3299 -0.1605 -0.0152 -1 -1
22-07-2013 92 42.2973 -0.04663 -0.02383 -1 -1
29-07-2013 99.95 44.451 0.086413 0.050918 1 1
05-08-2013 125.49 43.025 0.255528 -0.03208 1 -1
12-08-2013 104.1 43.6839 -0.17045 0.015314 -1 1
19-08-2013 109.53 43.8904 0.052161 0.004727 1 1
26-08-2013 158.75 43.1332 0.449375 -0.01725 1 -1
02-09-2013 136.12 45.4049 -0.14255 0.052667 -1 1
09-09-2013 147.87 47.9913 0.086321 0.056963 1 1
16-09-2013 143.09 49.1715 -0.03233 0.024592 -1 1
23-09-2013 142.08 48.0897 -0.00706 -0.022 -1 -1
30-09-2013 140.24 47.7455 -0.01295 -0.00716 -1 -1
07-10-2013 151.77 47.2538 0.082216 -0.0103 1 -1
14-10-2013 193.52 49.3386 0.275087 0.044119 1 1
21-10-2013 213.89 50.3516 0.10526 0.020532 1 1
28-10-2013 233.5 52.2201 0.091683 0.037109 1 1
04-11-2013 331.05 53.6559 0.417773 0.027495 1 1
11-11-2013 547.08 53.6461 0.65256 -0.00018 1 -1
18-11-2013 974.55 53.5969 0.781367 -0.00092 1 -1
25-11-2013 1191.99 53.2822 0.223118 -0.00587 1 -1
02-12-2013 1016.27 50.9908 -0.14742 -0.043 -1 -1
09-12-2013 1027.82 51.335 0.011365 0.00675 1 1
16-12-2013 781.78 54.8 -0.23938 0.067498 -1 1
23-12-2013 889.11 54.95 0.137289 0.002737 1 1
30-12-2013 999 55 0.123596 0.00091 1 1

Formulas

Date BIT MAC ret_BIT ret_MAC sign_BIT sign_MAC
41344 52.06 37.7145
41351 53.84 34.8626 =B3/B2-1 =C3/C2-1 =SIGN(D3) =SIGN(E3)
41358 99.99 36.5344 =B4/B3-1 =C4/C3-1 =SIGN(D4) =SIGN(E4)
41365 139.23 36.023 =B5/B4-1 =C5/C4-1 =SIGN(D5) =SIGN(E5)
41372 113.07 37.5375 =B6/B5-1 =C6/C5-1 =SIGN(D6) =SIGN(E6)
41379 123.93 35.3838 =B7/B6-1 =C7/C6-1 =SIGN(D7) =SIGN(E7)
41386 141.36 37.3506 =B8/B7-1 =C8/C7-1 =SIGN(D8) =SIGN(E8)
41393 126.5 42.3956 =B9/B8-1 =C9/C8-1 =SIGN(D9) =SIGN(E9)
41400 120.39 45.2082 =B10/B9-1 =C10/C9-1 =SIGN(D10) =SIGN(E10)
41407 125.5 43.8118 =B11/B10-1 =C11/C10-1 =SIGN(D11) =SIGN(E11)
41414 142.52 41.8547 =B12/B11-1 =C12/C11-1 =SIGN(D12) =SIGN(E12)
41421 137.88 42.4546 =B13/B12-1 =C13/C12-1 =SIGN(D13) =SIGN(E13)
41428 115.66 39.6617 =B14/B13-1 =C14/C13-1 =SIGN(D14) =SIGN(E14)
41435 120.98 40.8615 =B15/B14-1 =C15/C14-1 =SIGN(D15) =SIGN(E15)
41442 125.28 41.127 =B16/B15-1 =C16/C15-1 =SIGN(D16) =SIGN(E16)
41449 111.97 41.1762 =B17/B16-1 =C17/C16-1 =SIGN(D17) =SIGN(E17)
41456 97.54 41.2647 =B18/B17-1 =C18/C17-1 =SIGN(D18) =SIGN(E18)
41463 114.95 43.9986 =B19/B18-1 =C19/C18-1 =SIGN(D19) =SIGN(E19)
41470 96.5 43.3299 =B20/B19-1 =C20/C19-1 =SIGN(D20) =SIGN(E20)
41477 92 42.2973 =B21/B20-1 =C21/C20-1 =SIGN(D21) =SIGN(E21)
41484 99.95 44.451 =B22/B21-1 =C22/C21-1 =SIGN(D22) =SIGN(E22)
41491 125.49 43.025 =B23/B22-1 =C23/C22-1 =SIGN(D23) =SIGN(E23)
41498 104.1 43.6839 =B24/B23-1 =C24/C23-1 =SIGN(D24) =SIGN(E24)
41505 109.53 43.8904 =B25/B24-1 =C25/C24-1 =SIGN(D25) =SIGN(E25)
41512 158.75 43.1332 =B26/B25-1 =C26/C25-1 =SIGN(D26) =SIGN(E26)
41519 136.12 45.4049 =B27/B26-1 =C27/C26-1 =SIGN(D27) =SIGN(E27)
41526 147.87 47.9913 =B28/B27-1 =C28/C27-1 =SIGN(D28) =SIGN(E28)
41533 143.09 49.1715 =B29/B28-1 =C29/C28-1 =SIGN(D29) =SIGN(E29)
41540 142.08 48.0897 =B30/B29-1 =C30/C29-1 =SIGN(D30) =SIGN(E30)
41547 140.24 47.7455 =B31/B30-1 =C31/C30-1 =SIGN(D31) =SIGN(E31)
41554 151.77 47.2538 =B32/B31-1 =C32/C31-1 =SIGN(D32) =SIGN(E32)
41561 193.52 49.3386 =B33/B32-1 =C33/C32-1 =SIGN(D33) =SIGN(E33)
41568 213.89 50.3516 =B34/B33-1 =C34/C33-1 =SIGN(D34) =SIGN(E34)
41575 233.5 52.2201 =B35/B34-1 =C35/C34-1 =SIGN(D35) =SIGN(E35)
41582 331.05 53.6559 =B36/B35-1 =C36/C35-1 =SIGN(D36) =SIGN(E36)
41589 547.08 53.6461 =B37/B36-1 =C37/C36-1 =SIGN(D37) =SIGN(E37)
41596 974.55 53.5969 =B38/B37-1 =C38/C37-1 =SIGN(D38) =SIGN(E38)
41603 1191.99 53.2822 =B39/B38-1 =C39/C38-1 =SIGN(D39) =SIGN(E39)
41610 1016.27 50.9908 =B40/B39-1 =C40/C39-1 =SIGN(D40) =SIGN(E40)
41617 1027.82 51.335 =B41/B40-1 =C41/C40-1 =SIGN(D41) =SIGN(E41)
41624 781.78 54.8 =B42/B41-1 =C42/C41-1 =SIGN(D42) =SIGN(E42)
41631 889.11 54.95 =B43/B42-1 =C43/C42-1 =SIGN(D43) =SIGN(E43)
41638 999 55 =B44/B43-1 =C44/C43-1 =SIGN(D44) =SIGN(E44)

hence table

orchestra answered 10 months ago
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