TSM-simulation

版本 1.0.0.0 (14.6 KB) 作者: Anders
A strategy simulation of time-series price momentum.
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更新时间 2013/6/3

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Conducts hypothesis testing to check for significance and a strategy simulation to check for potential benefits (abnormal returns).

Note! Does not contain loops, since I didnt bother to figure out how to use them (silly me!)

引用格式

Anders (2024). TSM-simulation (https://www.mathworks.com/matlabcentral/fileexchange/42068-tsm-simulation), MATLAB Central File Exchange. 检索来源 .

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创建方式 R2011b
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版本 已发布 发行说明
1.0.0.0