Paper, Order, or Assignment Requirements
Complete ONE of the following
Create, test and analyse the performance of a technical trading rule.
Carry out an event study to analyse the response of an investment to that event
Applied Finance technique
Use the marking scheme below as the major tool to answer the question:
“Create, test and analyse the performance of a technical trading rule”.
Marking Scheme Test 3
|Source data||20%||Get data from an appropriate source|
|Manage data||20%||Work with data to complete the experiment|
|Apply economic/financial theory||20%||EMH and behavioral theories of information|
|Apply asset pricing theory||10%||How would assets respond to information in theory?|
|Make the case for your investment||20%||Management and presentation of the experiment|
|Presentation||10%||Charts labeled, coherent and consistent|
Report should be written in 1000 words andthe data work should be presented in MS Excel (own working)
Make sure you explain each and every graph chosen.
Diagrams, Charts and tables are necessary for more explanation.
There should be proper communication so that the work will be properly understood.
The main focus should be the REPORT.
Using the Marking Scheme is very important when answering the question.
Finally, focus on the topic “The performance of a trading rule.