Project Member :

Rhugved Bhojane, Juan Camilo Meneses, Harsh Kulkarni, Joaquin Garay, Charlie Wu

Project Deadlines:

May 10, 2025-Submission Deadline

Deliverables:

Each team will submit PowerPoint slides and all project files, including source code and

executables, in a tar/zip format, to our course website three days before the presentation day.

• Presentation slides
• Source code + executables
• Output graphs (gnuplot)
• Weekly updates (by team leader)

Each team can resubmit their presentation once on the designated day if necessary.

Submission of project files in .tar/.zip format

Evaluation Criteria:

• Program Efficiency
• Complexity & Code Quality
• Presentation & Demo Performance
• Understanding of Code (individual quiz potential)

Tools & Libraries:

• C++ STL
• libcurl (for data retrieval)
• gnuplot (for graphing)

Task 1: Earnings Research

• Retrieve EPS data and earnings announcements from Zacks
• Sort Russell 3000 stocks into three categories:
  • Beat Estimate (High surprise%)
  • Meet Estimate (Medium surprise%)
  • Miss Estimate (Low surprise%)

Task 2: Project Design

• Create C++ Classes:
  • Stock (EPS data, prices)
  • Include necessary data structures (STL map, vector, matrix)
• Price Data Handling:
  • Use libcurl to fetch historical data from eodhistoricaldata.com
  • Benchmark: IWV (Russell 3000 ETF)
• Bootstrapping:
  • Select 30 stocks per group
  • Repeat the sampling 40 times
  • Retrieve 2n+1 days of price data (N between 30 and 60)
• Calculations:
  • Return: Rit = log(Pt / Pt-1)
  • Abnormal Return: ARit = Rit - Rmt
  • Average Abnormal Return (AAR)
  • Cumulative AAR (CAAR)
  • Standard Deviations for AAR and CAAR
• Implement Operator Overloading (e.g., for matrix operations)

Task 3: Graphing with gnuplot

• Plot CAAR curves for all three groups on a single chart

Task 4: Menu Implementation

• 5 Menu Options:
  1. Enter N for data retrieval (validate N: 30 ≤ N ≤ 60)
  2. Pull detailed information for one stock
  3. Display AAR/CAAR stats for one group
  4. Plot the CAAR comparison graph
  5. Exit

Task 5: Module Division & Assignment

• Allocate components among team members:
  • Data Retrieval
  • Earnings Processing
  • Bootstrapping + Calculations
  • Menu and Interface
  • Graphing Integration
  • Testing & Debugging

Task 6: Integration & Testing

• Combine all modules
• Verify the correctness of all outputs
• Conduct full system testing with varied N values and stock samples

Task 7: Presentation Preparation

• PowerPoint Contents:
  • Earnings research
  • UML diagrams
  • Class and data structure overview
  • Screenshots of outputs and graphs
  • Discussion of findings and conclusions