Term Paper Briefing
ECON 3140
Financial Data Analysis
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Term Paper
⚫ A group project
⚫ 2000-word paper studying the profitability of
trading rule(s)
⚫ Each group should have no more than 4
members
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3 Pillars of Research: Data
⚫ Span of the time series data: at least 10 years
⚫ Data sources:
⚫ Refinitiv Workspace (DataStream):
https://julac-
cuhk.primo.exlibrisgroup.com/permalink/852JULA
C_CUHK/1dl2t2q/alma991039994927603407
⚫ Bloomberg
⚫ Online sources:
⚫ Yahoo Finance, Google Finance
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Online Data Sources:
Yahoo Finance
⚫ Yahoo Finance:
⚫ https://finance.yahoo.com/
⚫ Example:
⚫ https://finance.yahoo.com/quote/0700.HK/h
istory?p=0700.HK
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Online Data Sources:
Google Finance
⚫ Google Finance:
⚫ https://www.google.com/finance
⚫ To get access for stock price data from
Google Finance, you have to use Google
Sheets, you may refer to:
⚫ https://support.google.com/docs/answer/60
00292
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Online Data Sources:
Google Finance
⚫ In the Google Sheets, you have to enter correct
code into the formula area (or enter the code into
any cells of the sheet)
⚫ Example:
=GOOGLEFINANCE("HKG:0700", "price",
DATE(2013,1,2), DATE(2023,10,31), "DAILY")
⚫ For more codes about using Google Finance by
Google Sheets, you may refer to:
⚫ https://support.google.com/docs/answer/3093281
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3 Pillars of Research: Idea
⚫ Different asset class
⚫ Stocks, foreign exchange, commodity…
⚫ Different countries…
⚫ Using existing rules
⚫ Modifying existing rules
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3 Pillars of Research: Idea
⚫ Library webpage EconLit:
https://julac-
cuhk.primo.exlibrisgroup.com/permalink/852JULA
C_CUHK/1dl2t2q/alma991024013899703407
⚫ Type “trading rules”, “technical analysis”,
“moving average” etc…search for relevant
journal articles
⚫ Google Scholar
⚫ http://scholar.google.com/
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3 Pillars of Research:
Technique
⚫ Design of trading rule: buy rule and sell rule
⚫ Trading rules program written by Excel
⚫ Remember to compare you result with buy
and hold
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Procedure
⚫ Data Collection, Sorting
⚫ Construction of Indicators
⚫ Construction of Buy and Sell Signal/ Rule
⚫ Calculation of Profits
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Paper Structure
Free Format Indeed
⚫ Introduction
⚫ Methodologies / Strategies
⚫ Report of Results
⚫ Discussion on Results
⚫ Conclusion
⚫ References
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Reference
⚫ Lecture Notes
⚫ Part 2. Chart Construction
⚫ Part 3. Chart Pattern Analysis
⚫ Part 4. Moving Average
⚫ Part 5. Oscillators Analysis
⚫ 3 Sample Term Paper uploaded at the
Blackboard
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