個案資料
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FinSAS Financial Research: Financial Data and SAS Programming
內容大綱
In early January 2016, FinSAS Financial Research Inc. needed to recruit more programmers because of its rapid growth. However, the average annual salary for financial programmers had been increasing significantly. The financial research company decided that it needed advice from a “programming strategist” from the software engineering industry. The company contacted such a strategist to build a reusable module for use by all company programmers, to avoid coding the same functionality over and over. FinSAS provided access to some of its programs and asked the strategist to prepare a proposal for the project. Would the strategist’s proposal meet the needs of FinSAS and its programmers?
學習目標
This case is intended to train students to be efficient statistical analysis system programmers, as well as qualified finance-related database users. Objectives of the case include:<br><ul><li>To understand how to access and use Center for Research in Security Prices (CRSP) files.</li><li>To learn basic error checking for CRSP.</li><li>To learn how to accumulate monthly returns from daily returns and properly identify the beginning and end points of a month in CRSP.</li><li>To learn how to use data summarization procedures.</li><li>To create market indices that are useful in future research and assignments.</li><ul>