HW # 1 Answers

[Jonathan Carandang]

Here you go, teammates.

Let me know if I made any mistakes. (Refer to ppt that follows)

Regards
Jonathan

[Jonathan Carandang]

Here it is.

Jonathan

[Jonathan Carandang]

Note updated my numbers for the WMA, ES.5, and ES.1

Even with the change, my best fit is still the WMA3.

Regards
Jonathan

[alex smirnov]

Hey Jonathan,

My #s don't agree with yours for WMA3, ES.5, ES.1 or Linear trend (the original file you sent)

Perhaps you updated them already.  Mine matched Nick's (except for linear trend, but I think that's because he used all the data instead of Aug 1 through 9) 

Also, 

I don't know how that's possible, but my linear regression is also different from yours.  It slopes down like yours, but the #s are different.  Actually, never mind.......that's probably because you used the actual dates (which I believe is incorrect) instead of time periods (t1, t2, t3, etc)......remember, these dates skip the weekend (stock market is closed)

Lastly,

I think for Q7, the point may be that neither should be recommended.  This is the stock market which nobody can predict with any method (remember the three categories: Trivial => Possible  => Impossible). This is Impossible category in my opinion.

Alex

p.s. If it doesn't make a difference to you, please try to keep the subject of the thread unchanged (unless it is indeed a different topic)

[alex smirnov]

Here are my answers

[Sukirti Gupta]

Hi Alex,

 

My answers match to yours.

 

Nick in the regression, we are supposed to get the regression fit from date Aug 1st to 9th, and when I do that, my numbers match to Alex results.

 

Thx. -Sukirti

[Ted_Li]

My answer matches Alex's, thanks Alex!

Ted Li

On Apr 1, 12:24 am, Sukirti Gupta <sukirti.gu...@gmail.com> wrote:
> Hi Alex,
>
> My answers match to yours.
>
> Nick in the regression, we are supposed to get the regression fit from date
> Aug 1st to 9th, and when I do that, my numbers match to Alex results.
>
> Thx. -Sukirti
>

> On Thu, Mar 31, 2011 at 5:06 PM, alex smirnov <alex.smir...@gmail.com>wrote:
>
>
>
> > Here are my answers
>

> >>> Jonathan- Hide quoted text -
>
> - Show quoted text -

[Jonathan Carandang]

Hi Alex,

Thanks for reminding that the linear regression should not be based on
dates of the year but trading days (as Prof Collins indicated in the
lecture).

My answers matched yours except for #7

I've updated my answers as attached.

Jonathan

(By the way, how do you attached a file without starting a new topic/
subject?)

[alex smirnov]

can't you just reply to the email and attach a file as you normally do?

what did u put for #7?

[Desiree Hamilton]

Hi Everyone,

Girish and I noticed that when you use the Moving Average from the plug in, it uses your current set of data in it's average, vs. the past three sets of data (i.e. for the first average it uses data from rows 9, 10 and 11 vs. 8,9 and 10)  this causes the average to be slightly off.

When you look at his spreadsheet from lecture, he uses the average of the previous 3 data points (not the current data point).  This is the same for the WMA

I have attached my homework and the lecture notes for reference.

I'm going to shoot him an email to confirm and hopefully he responds.

Thanks,
~Desiree

---

From: alex.s...@gmail.com
Date: Fri, 1 Apr 2011 11:07:44 -0700
Subject: Re: HW # 1 Answers
To: collins-omis3...@googlegroups.com
CC: joncar...@gmail.com

[Michelle Nunes]

Hi all,

 

I've attached my answers without the graphs, I think I'm on the same page as the majority.

 

Thanks,

Michelle 

[ajay goyal]

Hi All
I just joined the group. thanks for posting all the naswers.

What are the steps to solve prob#7 ?

my answers for 1-6 match the majority.

thanks
ajay

On Apr 3, 1:09 pm, Michelle Nunes <michellelnu...@gmail.com> wrote:
> Hi all,
>
> I've attached my answers without the graphs, I think I'm on the same page as
> the majority.
>
> Thanks,
> Michelle

> On Sun, Apr 3, 2011 at 11:47 AM, Desiree Hamilton <raerae6...@msn.com>wrote:
>
>
>
> > Hi Everyone,
>
> > Girish and I noticed that when you use the Moving Average from the plug in,
> > it uses your current set of data in it's average, vs. the past three sets of
> > data (i.e. for the first average it uses data from rows 9, 10 and 11 vs. 8,9
> > and 10)  this causes the average to be slightly off.
>
> > When you look at his spreadsheet from lecture, he uses the average of the
> > previous 3 data points (not the current data point).  This is the same for
> > the WMA
>
> > I have attached my homework and the lecture notes for reference.
>
> > I'm going to shoot him an email to confirm and hopefully he responds.
>
> > Thanks,

> > *~Desiree*
>
> > ------------------------------
> > From: alex.smir...@gmail.com

> > Date: Fri, 1 Apr 2011 11:07:44 -0700
> > Subject: Re: HW # 1 Answers
> > To: collins-omis3...@googlegroups.com

> > CC: joncarand...@gmail.com

>
> > can't you just reply to the email and attach a file as you normally do?
>
> > what did u put for #7?
>
> > On Fri, Apr 1, 2011 at 11:02 AM, Jonathan Carandang <
> > joncarand...@gmail.com> wrote:
>
> > Hi Alex,
>
> > Thanks for reminding that the linear regression should not be based on
> > dates of the year but trading days (as Prof Collins indicated in the
> > lecture).
>
> > My answers matched yours except for #7
>
> > I've updated my answers as attached.
>
> > Jonathan
>
> > (By the way, how do you attached a file without starting a new topic/
> > subject?)
>
>
>

>  hw1omis357.xls
> 35KViewDownload- Hide quoted text -

[Jonathan Carandang]

Here is my updated HW # 1, slightly modified per my previous email.

 

Alex, My # 7 reamains as it was. according to the charts comparison, my WMA3 (light blue) closely resembles the Dow 30, just barely beating the MA3 (purple) and ES.5 (green)

Rgds

Jonath

[Udaynag Pisipati]

Hello All,

 

I remember Prof. Collins mentioned we will be getting a number for grading purposes, which we should include on our printouts. Did anyone get such an email. I may be also confused with my other class , HWs for which are not due until next week.

Thanks & Regards,

Uday

[alex smirnov]

we picked a # in class and passed it to him.......when the homeworks get graded, the grades will be emailed to us.......the way you find your grade is by recognizing the # you picked

[Udaynag Pisipati]

Thanks Alex

 

- Uday

[Crystal]

Grades came in for HW #1, it looks like many people missed problem #7,
which was the question about which model was the best fit. Can anyone
share if they had the correct answer??

Thanks,
Crystal

[Girish Kumar]

Crystal,

 

I am 200 A. Are you going to be here?

 

Regards,
Girish