Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/sarahguo97/evaluating-the-impact-of-quarterly-earnings-report-on-stock-price-movement-
bootstrap earningreport gnuplot libcurl multithreading stl-map-vector-set stockprice surprise-ratio
Last synced: 19 days ago
JSON representation
- Host: GitHub
- URL: https://github.com/sarahguo97/evaluating-the-impact-of-quarterly-earnings-report-on-stock-price-movement-
- Owner: SarahGuo97
- Created: 2020-07-03T14:57:26.000Z (over 4 years ago)
- Default Branch: master
- Last Pushed: 2020-07-03T15:22:36.000Z (over 4 years ago)
- Last Synced: 2024-10-31T20:07:12.348Z (19 days ago)
- Topics: bootstrap, earningreport, gnuplot, libcurl, multithreading, stl-map-vector-set, stockprice, surprise-ratio
- Language: C++
- Homepage:
- Size: 35.2 KB
- Stars: 3
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
# Evaluating-the-Impact-of-Quarterly-Earnings-Report-on-Stock-Price-Movement-
This project is built in C++.
• Retrieved historical price data using Libcurl from Yahoo Finance; stored EPS information in an STL map with tickers as keys
• Reduced runtime by 67% using multi-threads
• Sorted all S&P 500 stocks by Surprise Ratio and split into three groups from highest to lowest: Beat, Meet and Miss
• Implemented Bootstrapping method to simulate and compute Average Abnormal Return (AAR), Cumulative AAR and their standard deviations for each group
• Visualized results with Gnuplot
• Quarterly Earnings Report announcement has a significant impact on Beat and Miss groups; AAR increased by 3% for Beat group and decreased by 2% for Miss group