For the past two months, focusing on learning R and taking care of my quantum work. now I need to put more effort on my coming CFA II test (in June)
Also to practice the knowledge learned, lets work on a simple (believed) strategy: assume (need proof) two months autocorrelation in mutual fund performance. to verify that using the R.
1. collect 10 year weekly fund price for all fidelity mutual funds
save to csv/database for multiple uses
2. Normalize to DOW or SP500
3. auto correlation.
8/25/2014 Past level II now on level III
Hard to get 4 years of relevant experience. thinking to have John Moore, Ken, Jeffrey Yeoh as the referee.
