Most financial markets studies involve returns of assets, instead of prices. There are several definitions of an asset return. Here is analyzed the lognormal returns of different Stock indexes statistically. Also, the Ibovespa Index is replicated using the returns of the assets that compose it. This assignment was done as part of the Master in Quantitative Finance course, at the FGV University. You can check my report here (the text is in Portuguese). I will use mostly Python to code the project.
This project requires Python 2.7 and the following Python libraries installed:
The contents of this repository are covered under the MIT License.