Student Fund - ATR Event Study
- I implemented an Average True Range event study in Python.
- I generated price and event datasets for return analysis.
- I organized the research notebook and supporting scripts.
Historical analytical work. Original dates and case assumptions are preserved. See the readiness notes for inherited worksheet limitations.
Project files
- atr_event_study.ipynbResearch notebook | 35 KB
- ATR_Event_Study.pyPython code | 21 KB
- index.htmlSupporting file | 2 KB