Final Projects | End User Modeling

Final Projects

April 2nd, 2009

EUM CLASS: Winter 2009

Yahoo Key Stats Template

Yahoo Finance is a great resource to find key statistical information on publicly traded companies including market capitalization and share information, various trading multiples, and other company characteristics. As a result of its comprehensiveness, it is a very valuable tool for finding information about a particular company. Given the output format of information, a user-defined function can be developed to organize and display the data in a useful format.

Weather Derivatives – Real Time Simulation

This program allows users to enter the details of their weather derivative contract, and will – in real time – calculate the expected payout of that contract using historical data. Users can enter either a futures contract, or an options contract. Other inputs include: the option price; the month, city and province in which the derivative contract will be used; the number of years of historical data to use; whether the contract is a Heating Degree Day contract, or a Cooling Degree Day contract; the threshold temperature after which each degree will constitute a HDD or CDD; the revenue/cost per HDD/CDD (e.g. $10 / HDD); and finally, the strike number of HDDs or CDDs (i.e. the number of HDDs/CDDs before any payouts will occur).

Merger Arbitrage – Real Time Application

This application performs a number of functions to allow its users to capitalize on merger arbitrage opportunities. It leverages the historical price data provided by YahooFinance. Further, the screener function allows us to use the deal selection criteria to act as a quick screener for investors. Finally, the Dilution/Accretion Function uses financial formulas to calculate the increase in shareholder value in the combined entity.

Portfolio Tracker – Real Time Application

Portfolio Tracker (PT) is the one-stop shop for managing investments. This management tool is user friendly, interactive and customizable to suit your individual needs. From staying updated with the current markets to analyzing individual stocks in your portfolio, PT is ideal for first time and seasoned investors alike.

Comparable Valuation – Real Time Application

This application helps the user identify comparables by filtering through companies using criteria established by the user. It retrieves information needed for valuation for all the comparable companies, and automatically calculates the value of the target company using its comparables’ multiples under six common valuation methods.

Portfolio Allocation – Real Time Application

This program is made up by two tools: The first one is a performance overview of a given stock. The user has just to determine the ticker of the stock, the period of study and the frequency of the returns and the program retrieves the data from Yahoo Finance. It also includes additional options: for instance, the user can decide whether to collect information about competitors’ performances or not. Besides, a drop down list of several indexes is provided, so that the user can compare the graph of its stock to the one of the benchmark. The second tool, called efficient portfolio creator, builds a minimum variance portfolio, which gathers stocks among those specified by the user and under conditions the user previously set. It automatically collects data from Yahoo Finance and does the analysis by using the solver function.

BlackJack Application

The program is a simulation of the standard North American version of blackjack using one deck of cards and including insurance, doubling down, and dealer stands on soft 17 (ie ace-six). The program is driven primarily through user commands (ie betting amounts, hit, stand, double down, etc.), although there is significant back end functionality that creates the game environment using object oriented programming. Since explaining the entire operation in detail would be extensive and often trivial, we have highlighted the more interesting components of the program: deck creation and shuffling, dealing with Aces, strategy recommendations, and our probability of victory calculator.

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