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Anders
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A student currently writing his thesis on momentum trading in the world of finance.
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TSM-simulation
A strategy simulation of time-series price momentum.
circa 11 anni fa | 1 download |
Domanda
Using a signal to create a variable
Hi! I have three variables, for example; A = (-1 1 0.5 0.2 -0.7) B = (1.05 1.05 1.05 1.05 1.03) C = (0.99 1.01 0...
oltre 11 anni fa | 2 risposte | 0
2
risposteDomanda
Creating a variable depending one another
Hi! I want to create one variable depending if another is above or below zero, I currently have the following code; Buy = ...
oltre 11 anni fa | 1 risposta | 0
1
rispostaDomanda
How to code conducting tests to different time periods?
Hi! Im trying to conduct a ttest and ftest on a dataset using a movingsum as an signal on the dataset, and I want the months ...
oltre 11 anni fa | 1 risposta | 0
1
rispostaDomanda
How can I create a variable consisting of data from other (1,1) datasets
Hi! I have conducted several ttests originating from the same dataset, and would like to gather all the results in one variab...
oltre 11 anni fa | 2 risposte | 0
2
risposteDomanda
How can I use one variable to extract specific observations from another variabel?
I have a variable (A) signalling to buy or sell another variable (B) (if A is negative; sell (positive; buy). What is the easies...
oltre 11 anni fa | 1 risposta | 0
1
rispostaDomanda
How to sum a specific number of observations through an entire dataset
Hi! Im totally new to Matlab, but not new to programming. Im in the process of create a buy/sell signal on a collection of lo...
oltre 11 anni fa | 2 risposte | 0