VaRcomputation technical analysis

A. Ox program (for technical analysis and VaRcomputation in Assignment 1 and 2)
1. Ox download: 
- Go to www.doornik.com/download.html
- Click on “Click here to download Ox Console” and choose the Ox program compatible with your computer, e.g. the link “download” under “Ox Console 8.0 for Windowes 10.8,7 (.exe) for Windows and under “Ox Console 8.0 for macOS (.pkg.zip)” for Mac.
- Install it.
For Mac users, if the program can’t be opened by the problem of “unidentified developers”, go to System Preferences, choose the icon “Security & Privacy” and look at the options under “Allow apps downloaded from”:
- If there is an option “anywhere”, click on the “lock”icon to tick that option, so you can install Ox now. After the installation, you may untick “Allow apps downloaded from” and re-tick “Mac App Store and identified developers”.
- If there is no option “anywhere”, you would see the lines that ask for the permission to install Ox. Allow it.
2. You should check if you can save the ox file “sample2_ox.ox” under
Window: C:\Program Files(x86)\OxMetrics8\ox\bin
Mac: /Applications/OxMetrics8/Ox/bin/
If you don’t have the permission to save the file in this folder, do the following:
Window:
- Right click on the folder OxMetrics8, choose “Properties”, choose tab “Security”. 
- Click on “Edit”, choose the line “Users…” under “Administrators…” AND ALSO “Users…”. 
- Tick “Write” under column “Allow” in the small window “Permission for Users” for each of “Administrators…” and “Users…” above.
- Click ok.  
Mac: 
- Right click on the folder OxMetrics8, choose “Get Info”, scroll down the “Get Info” window to seesection “Sharing & Permission”. 
- Choose “Read & Write” under column “Privilege” for “admin and everyone” under column “Name”.
- Click on the “lock” icon, enable it, and click on the Wheel icon to the left of the “lock icon”, choose “Apply to enclosed items”.
　　3. To run an Ox program, e.g. “sample2_ox.ox”, click on the first “Play” button on the top right of the software OxEdit.
- You should see two matrices in the “Ox Output” window: 
　　　   ​​and​​
 
 
B. Open the Ox output file “.out” (for Assignment 1 and 2)
- In the technical analysis and VaR analysis, we have the output with extension “.out” generated by Ox, e.g. “mv5ave.out” that calculates the 5-day moving average for every stock in the data sample.
- This output file is saved in the folder where you save all the files and codes, e.g.
Window: C:\Program Files(x86)\OxMetrics8\ox\bin
Mac: /Applications/OxMetrics8/Ox/bin/
- This is because the code and data are saved in the folder above, so Ox will generate any output in the same folder. To open “mv5ave.out”:
Window: 
- Open Excel. Click “File/Open/Browse” and go to C:\Program Files(x86)\OxMetrics8\ox\bin
- Choose “All Files” in the small window on the right hand side of “File name:” to see all files in that folder.
- You can now see “mv5ave.out” in the Browse window. Double click on it.
Mac:
- Go to /Applications/OxMetrics7/Ox/bin/ and right click on “mv5ave.out”.
- Choose “Get Info”, look at “Name & Extension:” and change the filename to txt format, i.e. “mv5ave.out” is changed to “mv5ave.txt”.
- A window pops up, and choose “Use .txt”.
- Open Excel. Click “File/Open/Browse” and go to /Applications/OxMetrics8/Ox/bin/.
- Open “mv5ave.txt” shown in the Browse Window.
For both Window and Mac, when you open “mv5ave.txt”, a window “Text Import Wizard” shows up. Follow the steps below:
- Step 1 of 3: choose “Delimited”. Click Next.
- Step 2 of 3: for “Delimiters”, tick “Space” and untick “Tab”. Click Finish.
- You should now see a table with 2275 rows and 19 columns that represents 5-day moving average of all 19 stocks.
C. Stata access (for regression analysis and Assignment 3)
- go to https://aaa-access.unsw.edu.au/vpn/index.htmland log in with you student zID. Follow the steps to install Citrix Receiver.
- You don’t need to open Citrix Receiver once it is installed. Just leave it there in your computer and go back to your web browser.
- On the window of web browser, you should see the panel “Welcome to myAccess” if successfully installing Citrix Receiver. Click ok.
- Scroll down the web browser until you see the icon “STATA-SE 14” and click on it. Then click Open. A window will pop up. 
- Tick on “Remember my choice for receiver links” and click “Open Link”.
- Wait a few minutes to have Stata in your computer. Note that you have remote access to Stata in a virtual machine, i.e. Stata not installed to your computer. Be sure that you have internet and follow the above steps if you want to use Stata again.