| De | Analyze ( 5 test cases ) | Market Simulator ( 5 test cases ) | Optimizer (4 test cases) *NOT GRADED YET | ||||||||||||||||||||
| 1 | 1 | 1 | 5 | 5 | 5 | 4 | 4 | 4 | 1 | ||||||||||||||
| Project 1: Market Simulator Optimizer not graded yet (estimate by Tuesday evening) |
Grade | An | Mk | Op | Sharp Ratio | Daily Return | Cum Return | Analyze | Portval
structure: # of rows/days correct |
Port
Value Last day |
Costs Market Impact & Fee | Market Simulator | Dedu ctions | Sum Allocation is 1 | Each Allocation is 0-1 | Std Dev | Chart | Optimizer Not GRADED Yet |
Dedu ctions | ||||
| 3 | 15 | 2 | 5 | 5 | 10 | 20 | |||||||||||||||||
| 50 | 25 | 25 | 100 | 15 | 75 | 10 | 100 | 20 | 20 | 40 | 20 | 0 | |||||||||||
| 586160626 | 86 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 12 | 60 | 0 | 72 | 0 | 0 | 0 | 0 | 0 | 86 | test case 5 - not correct | costs not implemented | |||
| Belle2008 | 91 | 1 | 0 | ? | 3 | 50 | 25 | 25 | 100 | 12 | 60 | 10 | 82 | 0 | 0 | 0 | 0 | 0 | 91 | last test case not running | SR/Avg Return from portval series/frame is off | |||
| Bobby Flay | 90 | 0 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 12 | 60 | 10 | 82 | -2.0 | 0 | 0 | 0 | 0 | 0 | 90 | No demo sheet, but remember seeing student at demo || imports outside library | last test case not running | cannot compute SR/Avg Return from portval series/frame is o | ||
| Brick | 50 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50 | No correct results? Results similar to templeate | |||
| Clint Kennedy | 67 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 9 | 15 | 10 | 34 | 0 | 0 | 0 | 0 | 0 | 67 | 1 test case passed | costs not implemented | |||
| Doughboy | 56 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 12 | 0 | 0 | 12 | 0 | 0 | 0 | 0 | 0 | 56 | No results are correct (please discuss with instructor) | |||
| Eclipse | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | No Submission | |||
| Furblesmith | 80 | 0 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 4 | 45 | 10 | 59 | 0 | 0 | 0 | 0 | 0 | 80 | portval incorrect #rows/days in all cases | test cases 0,4 not working | SR/Avg Return | |||
| Gottsmillk | 97 | 1 | 1 | 0 | 3 | 50 | 25 | 25 | 100 | 8 | 75 | 10 | 93 | 0 | 0 | 0 | 0 | 0 | 97 | portval incorrect #rows/days on 3 test cases(talk to instructor) | |||
| HAL_9000 | 76 | 1 | 1 | 1 | 3 | 50 | 25 | 25 | 100 | 12 | 30 | 10 | 52 | 0 | 0 | 0 | 0 | 0 | 76 | passes 2 test cases | 3 cases are not correct (except for number of trading days in 4 cases) | |||
| Hollywood Superstar | 50 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50 | ||||
| Ibsen | 76 | 1 | 1 | 1 | 3 | 50 | 25 | 25 | 100 | 12 | 30 | 10 | 52 | 0 | 0 | 0 | 0 | 0 | 76 | passes 2 test cases | 3 cases are not correct (except for number of trading days in 4 cases) | |||
| Ilan Ellington | 50 | 0 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50 | Marketsim not implemented (reads in orders and prices not enough for credit) | |||
| Jose Marti | 99 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 15 | 75 | 10 | 100 | -2.0 | 0 | 0 | 0 | 0 | 0 | 99 | Importing an outside library assess_portfolio_entire | ||
| Kravitz | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Need submission on nike | |||
| Loki | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | Not at demo, no demo sheet, no submission | |||
| Narwhal | 86 | 1 | 0 | 1 | 3 | 50 | 25 | 25 | 100 | 12 | 60 | 0 | 72 | 0 | 0 | 0 | 0 | 0 | 86 | test case 5 - not correct | costs not implemented | |||
| Niw | 76 | 1 | ? | ? | 3 | 50 | 25 | 25 | 100 | 12 | 30 | 10 | 52 | 0 | 0 | 0 | 0 | 0 | 76 | passes 2 test cases | 3 cases are not correct (except for number of trading days in 4 cases) | |||
| Orlando | 76 | 1 | ? | 0 | 3 | 50 | 25 | 25 | 100 | 12 | 30 | 10 | 52 | 0 | 0 | 0 | 0 | 0 | 76 | passes 2 test cases | 3 cases are not correct (except for number of trading days in 4 cases) | |||
| Puma780 | 100 | 1 | 0 | ? | 3 | 50 | 25 | 25 | 100 | 15 | 75 | 10 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | MarketSim - Great Job! | |||
| Quetzal | 70 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 0 | 30 | 10 | 40 | 0 | 0 | 0 | 0 | 0 | 70 | Number of trading days incorrect all cases || passes 2 test cases | Optimize result ont correct during demo | |||
| Rhy | 91 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 12 | 60 | 10 | 82 | 0 | 0 | 0 | 0 | 0 | 91 | test case 5 does not run | |||
| Santa | 50 | 1 | 0 | 1 | 3 | 50 | 25 | 25 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50 | Marketsim not implemented | |||
| Scotty | 86 | 0 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 12 | 60 | 0 | 72 | 0 | 0 | 0 | 0 | 0 | 86 | test case 5 - not correct | costs not implemented | SR/Avg daily returns not computing from portval | |||
| Semaj | 50 | 1 | 0 | 0 | 3 | 50 | 25 | 25 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50 | ||||
| Swole | 50 | 1 | ? | 0 | 3 | 50 | 25 | 25 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50 | No results are correct (please discuss with instructor) | |||
| TheGreenMonkey | 80 | 1 | 1 | 1 | 3 | 50 | 25 | 25 | 100 | 4 | 45 | 10 | 59 | 0 | 0 | 0 | 0 | 0 | 80 | portval incorrect #rows/days all test cases (look like you are using a fixed value of 240 for all cases) | SR/Average Return Incorrect could be as a result of #trading days| last | |||
| Topher | 91 | 1 | 1 | 1 | 3 | 50 | 25 | 25 | 100 | 12 | 60 | 10 | 82 | 0 | 0 | 0 | 0 | 0 | 91 | test case 5 - not correct | |||
| Tst | 17 | 0 | 0 | 0 | 3 | 6 | 2 | 25 | 33 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 17 | analyze: Sharpe Ratio/Daily returns are not correct | |||
| Xylocov | 50 | 1 | 0 | 1 | 3 | 50 | 25 | 25 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 50 | Marketsim not implemented | |||