TSM-simulation
by Anders
03 Jun 2013
A strategy simulation of time-series price momentum.
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| File Information |
| Description |
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!) |
| Required Products |
MATLAB
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| MATLAB release |
MATLAB 7.13 (R2011b)
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