代写FINS5542、代做Python/Java程序

日期：2023-10-06 11:25

FINS5542 Assignment 1

Date Due: 11pm Friday 6 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, aan3, aan5,

aan7, aan9, aan10, aan12, aan14, aan16, aan18 (see over page) in

which the technical indicator of when a 16 day moving average crosses

a 80 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 describing 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 presentation quality)

2. Find a time period (approximately 18 to 24 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 35 day moving average crosses a 220

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 describing 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 presentation 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