FINS5542 Assignment 1 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) 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 51作业君版权所有