Q2
Using Matlab, Python, or similar language and the real-life 1-minute data for the ES
(approximately, 2.4 million minutes) and FT (approximately, 3.2 million minutes) markets, which
are already back-adjusted since inception data for the S&P 500 E-Mini and FTSE-100 futures in the
ASCII “Date,Time,Open,High,Low,Close,Volume” (header) comma-separated format, please,
measure and plot in lin-lin (linear-linear) and log-log (logarithm with base 10) scales the function
for . The data files “ES” and “FT” are uploaded
into “Lecture #4” folder on CourseWorks. Using these results and standard regular least squares
linear regression output, estimate the algebraic slope : . Provide it with some of
the additional standard outputs of the least squares procedure: the slope and
coefficients in regression between and . Please, accompany
your findings with detailed notes and code that was used. You can use the handouts charts for
comparisons against your results. In a few sentences write down possible inferences from your
results and comparisons. Write detailed explanations.
ES & FT files：https://cowtransfer.com/s/ab80edcd95f345 或进入 cowtransfer.com 获取，在首页输
入取件码：972605（24小时内有效）

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