代写FINS5542 Assignment 1代做留学生R程序

FINS5542 Assignment 1

Date Due: 11pm Friday 21 June, with electronic submission (pdf file) via the course website

1. Find a time period (approximately 9 to 12 months and avoiding stock split events) from one of the following assets aan2, aan4, aan6, aan8, aan11, aan13, aan15, ann17, aan19 (see over page) in which the technical indicator of when a 21 day moving average crosses a 85 day moving average was a strong indicator of the future movement in the asset price. You should aim for 4 to 5 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, in addition to de-scribing your findings. One should also print out the Ox computer code used to solve this problem. [10 marks]

(7 marks for time period, 1.5 marks for code, 1.5 marks for presenta-tion quality)

2. Find a time period (approximately 18 to 24 months and avoid-ing stock split events) from one of the following assets aan1, aan3, aan5, aan7, aan9, aan10, aan12, aan14, aan16, aan18 (see over page) in which the technical indicator of when a 60 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 2 to 3 strong cor-rect 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, in addition to de-scribing your findings. One should also print out the Ox computer code used to solve this problem. [10 marks]

(7 marks for time period, 1.5 marks for code, 1.5 marks for presenta-tion quality)

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