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ox代写-FINS5542-Assignment 1
时间：2022-06-23
FINS5542 Assignment 1
Date Due: 11pm Friday 24 June, with electronic submission (pdf file)
via the course website
1. Find a time period (approximately 12 to 18 months and avoiding
stock split events) for one of our even numbered assets (see over page,
i.e. aan2, aan4, aan6, ...) in which the technical indicator of when a
15 day moving average crosses a 65 day moving average was a strong
indicator of the future movement in the asset price. You should aim
for 5 to 6 strong correct signals and incorrect signals can weaken your
answer, especially if they are of substantial magnitude. You should
evaluate the signal 5 trading days after the signal occurs.
Display a graph to demonstrate your findings (presentation quality
is important), in addition to describing your findings. One should also
print out the Ox computer code used to solve this problem.
Hint: Search over a number of time periods to report the time
period that displays the strongest results, as this is a key criteria for
marks being awarded, in addition to correct code.
[10 marks]
2. Find a time period (approximately 24 to 36 months and avoiding
stock split events) for one of our odd numbered assets (see over page,
i.e. aan1, aan3, aan5, ...) in which the technical indicator of when a
42 day moving average crosses a 250 day moving average was a strong
indicator of the future movement in the asset price. You should aim
for 3 to 4 strong correct signals and incorrect signals can weaken your
answer, especially if they are of substantial magnitude. You should
evaluate the signal 10 trading days after the signal occurs.
Display a graph to demonstrate your findings (presentation quality
is important), in addition to describing your findings. One should also
print out the Ox computer code used to solve this problem.
Hint: Search over a number of time periods to report the time
period that displays the strongest results, as this is a key criteria for
marks being awarded, in addition to correct code.
[10 marks]
1
Variable Name
aan1 CISCO SYSTEMS INC
aan2 MICROSOFT CORP
aan3 INTEL CORP
aan4 TEXAS INSTRUMENTS INC
aan5 SPRINT CORP
aan6 AMGEN INC
aan7 INTERPUBLIC GROUP COS INC
aan8 MELLON BANK CORP
aan9 WARNER LAMBERT CO
aan10 BRISTOL MYERS SQUIBB CO
aan11 ENRON CORP
aan12 GENERAL ELECTRIC CO
aan13 TIME WARNER INC
aan14 EXXON CORP
aan15 DELL COMPUTER CORP
aan16 AMERICAN EXPRESS CO
aan17 SUN MICROSYSTEMS INC
aan18 CORNING INC
aan19 FORD MOTOR CO DEL
2
Date Due: 11pm Friday 24 June, with electronic submission (pdf file)
via the course website
1. Find a time period (approximately 12 to 18 months and avoiding
stock split events) for one of our even numbered assets (see over page,
i.e. aan2, aan4, aan6, ...) in which the technical indicator of when a
15 day moving average crosses a 65 day moving average was a strong
indicator of the future movement in the asset price. You should aim
for 5 to 6 strong correct signals and incorrect signals can weaken your
answer, especially if they are of substantial magnitude. You should
evaluate the signal 5 trading days after the signal occurs.
Display a graph to demonstrate your findings (presentation quality
is important), in addition to describing your findings. One should also
print out the Ox computer code used to solve this problem.
Hint: Search over a number of time periods to report the time
period that displays the strongest results, as this is a key criteria for
marks being awarded, in addition to correct code.
[10 marks]
2. Find a time period (approximately 24 to 36 months and avoiding
stock split events) for one of our odd numbered assets (see over page,
i.e. aan1, aan3, aan5, ...) in which the technical indicator of when a
42 day moving average crosses a 250 day moving average was a strong
indicator of the future movement in the asset price. You should aim
for 3 to 4 strong correct signals and incorrect signals can weaken your
answer, especially if they are of substantial magnitude. You should
evaluate the signal 10 trading days after the signal occurs.
Display a graph to demonstrate your findings (presentation quality
is important), in addition to describing your findings. One should also
print out the Ox computer code used to solve this problem.
Hint: Search over a number of time periods to report the time
period that displays the strongest results, as this is a key criteria for
marks being awarded, in addition to correct code.
[10 marks]
1
Variable Name
aan1 CISCO SYSTEMS INC
aan2 MICROSOFT CORP
aan3 INTEL CORP
aan4 TEXAS INSTRUMENTS INC
aan5 SPRINT CORP
aan6 AMGEN INC
aan7 INTERPUBLIC GROUP COS INC
aan8 MELLON BANK CORP
aan9 WARNER LAMBERT CO
aan10 BRISTOL MYERS SQUIBB CO
aan11 ENRON CORP
aan12 GENERAL ELECTRIC CO
aan13 TIME WARNER INC
aan14 EXXON CORP
aan15 DELL COMPUTER CORP
aan16 AMERICAN EXPRESS CO
aan17 SUN MICROSYSTEMS INC
aan18 CORNING INC
aan19 FORD MOTOR CO DEL
2
