FINS5542 Assignment 1
Date Due: 3pm 17 August, in UNSW Business School Building as-
signment box, ground oor, and electronic submission via the course
website
1. Find a time period for one of our assets (see over page) in which
the technical indicator of when a 15 day moving average crosses a 65
day moving average was a strong indicator of the future movement in
the asset price.
Display a graph to demonstrate your ndings. Brie y describe your
ndings. One should also print out the Ox computer code used to
solve this problem.
[10 marks]
2. Find a time period for one of our assets (see over page) in which
the technical indicator of when a 50 day moving average crosses a 200
day moving average was a strong indicator of the future movement in
the asset price.
Display a graph to demonstrate your ndings. Brie y describe your
ndings. One should also print out the Ox computer code used to
solve this problem.
[10 marks]
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