Would You Consider This To Be A Fundamental Or Technical Analysis? (Case Study Sample)
this is the case study I just need do the question 5 and 6. I will upload the case
I have attached a paper written some time ago describing a technique developed to forecast stock market return using Fourier Transforms. Please do not get hung up on the math associated with this technique - it will not be important to the discussion. Please read the paper. Please answer the following questions for homework.
1) What is a Fourier Transform?
2) What sort of data is best analyzed in the frequency domain rather than the time domain
3) What is market timing? How can you implement a market timing strategy?
4) What were the two assets in the portfolio of assets in this case
5) If the conclusions reached by the author are true what does this force you to conclude about the EMH (in the weak, semi-strong and strong form)
6) Would you consider this to be a fundamental or technical analysis
7) Where do the cycles appear. What did you see in Exhibit 1A and 1B which let you and the author to this conclusion
8) How was asset mix calculated for the forward looking period?
9) What was the overall beta for the portfolio for the 1968-1984 period? What was the abnormal return in each four year period?
10) What is the Chi-square test measuring in Exhibit 6
1 If the conclusions reached by the author are true what does this force you to conclude about the EMH (in the weak, semi-strong and strong form)?
The conclusions reached by the author are in contradictory with EMH. EMH's weak forms requires that all the past information to be included in the current prices and cannot be used to predict future prices. This is in conflict with the author's conclusions who concludes that the spectra
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