讲解FINS5542-Assignment 1讲解Java、数据库编程调试

FINS5542 Assignment 1 

Date Due: 11pm Friday 26 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) for one of our assets (see over page) in which the 

technical indicator of when a 20 day moving average crosses a 70 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] 

2. Find a time period (approximately 18 to 24 months and avoiding 

stock split events) for one of our assets (see over page) in which the 

technical indicator of when a 40 day moving average crosses a 240 

day moving average was a strong indicator of the future movement 

in the asset price. You should aim for 2 to 3 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, in addition to de- 

scribing your findings. One should also print out the Ox computer 

code used to solve this problem. 

[10 marks]