Reference no: EM131113182
Project -
Idea: How catch market trends?
Data:
-Sample? : Take aapl data for the period of 10 years (from 1 to 11 years back from now)
-OutofSample:
1) oneyear ? aapl? data (the last year period)
2) oneyear ? goog? data (the last year period)
3) oneyear ? msft? data (the last year period)
Strategies? :
1. Crossing n1days moving average (MA) and n2days moving average (n1>n2). When n2days MA crosses n1days MA, it is an indicator for the start of upward trend, and the other way around for downward trend. You may additionally include trading volume V as a parameter. Thus, the strategy has 3 parameters to calibrate: n1, n2, V.
2. Develop your own strategies, by analysing data. Your initial strategies should contain parameters, which are calibrated to the sample data.
Project steps:
1. Calibrate both strategies to sample data.
2. Run on outofsample, and calculate the following:
a. Annual log return r
b. Standard deviation of r
c. Build histogram for daily log returns and analyze it.
d. Describe the major risk, which is your strategy is subject to?
Attachment:- Assignment.rar
|
Is the legal opinion given to sellco correct
: If SELLCO does shift to sales of units exclusively can SELLCO be confident that all proceeds of sales from the units will be treated as capital gain and will never under any circumstance give rise to ordinary income? Explain your answer. Is the le..
|
|
How should corrs account for the sale without recourse
: How should Corrs account for the sale, without recourse, of a February 1, 2010, note receivable sold on May 1, 2010? Why is it appropriate to account for it in this way?
|
|
Compute the amount of the year end adjustment necessary
: Compute the amount of the year-end adjustment necessary to bring Allowance for Doubtful Accounts to the balance indicated by the age analysis. Then prepare the necessary journal entry to adjust the accounting records.
|
|
Calculate the starting torque and the maximum torque
: Neglecting stator resistance and rotational and stray-load losses, and assuming constant rotor resistance, calculate the starting torque and the maximum torque in per-unit of full-load torque, as well as the slip at which the maximum torque occurs..
|
|
How catch market trends
: How catch market trends? Crossing n1days moving average (MA) and n2days moving average (n1>n2). When n2days MA crosses n1days MA, it is an indicator for the start of upward trend, and the other way around for downward trend
|
|
Degree of risk presented by construction project hazards
: It is critical to the safety management process of construction projects that risk is evaluated and managed in a systematic manner. Describe a methodology for systematically assessing the degree of risk presented by construction project hazards.
|
|
Define 5p of healthcare marketing to healthcare organization
: Discuss the 5 P's of healthcare marketing to each healthcare organization. Elaborate how the 5 P's of healthcare marketing may impact the marketing potential of a healthcare organization.
|
|
Generic post-implementation evaluation form
: Design a generic post-implementation evaluation form. The form should consist of questions that you could use to evaluate any information system. The form should evaluate the post-implementation activities and any problems associated with the impl..
|
|
Determine the slip at maximum torque
: Neglecting stator resistance and rotational losses, and assuming constant rotor resistance, determine the slip at maximum torque and the slip at full load.
|