/returns_volume

A collaborate finance project based on R programming.

Trading volume and stock returns.

The relationship between trading volume and stock returns has been a popular topic in a range of financial research for years. Your task as a PMF student (Fall21) is to take the well-known FANG database preloaded in the R package {tidyquant} to develop a collaborative project to answer whether the trading volume determines the stock returns. The approach is free as there are many ways to tackle this question, your only constraint is that you have to use the FANG database and R. You are expected to contribute to this collaborative project individually during the Fall21 semester by sending pull requests. I will keep track of individual contributions and I will assign marks depending on the quality and the quantity of your accepted contributions.

Individual contributions can be modest or ambitious, and I will accept or reject (with comments) pull requests depending on the pull request contents. You will have to update your local fork so you can know the evolution of the project as frequently as necessary. You will have to work in your RStudio local computer and make sure your suggested code actually works before commiting and sending the pull request.

Being able to contribute to collaborative projects related to finance is an important skill you are expected to develop. Even if you feel uncertain about whether your contribution is good enough or not, you could learn from others and eventually add significant value to the project. Good luck with this.

Martín.