代做FINS5542 Assignment 1帮做R程序
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Date Due: 11pm Friday 4 October, 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 aan1, aan2, aan3, aan4, aan5, aan6, aan7, aan8, aan9, aan10 (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, aan8, aan10, aan12, ann14, aan16, aan18 (see over page) in which the technical indicator of when a 42 day moving average crosses a 230 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)
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Variable |
Name |
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aan1 aan2 aan3 aan4 aan5 aan6 aan7 aan8 aan9 aan10 aan11 aan12 aan13 aan14 aan15 aan16 aan17 aan18 aan19 |
CISCO SYSTEMS INC MICROSOFT CORP INTEL CORP TEXAS INSTRUMENTS INC SPRINT CORP AMGEN INC INTERPUBLIC GROUP COS INC MELLON BANK CORP WARNER LAMBERT CO BRISTOL MYERS SQUIBB CO ENRON CORP GENERAL ELECTRIC CO TIME WARNER INC EXXON CORP DELL COMPUTER CORP AMERICAN EXPRESS CO SUN MICROSYSTEMS INC CORNING INC FORD MOTOR CO DEL |