Rank: 20595 based on 0 downloads (last 30 days) and 0 file submitted



Personal Profile:


Watch this Author's files


Comments and Ratings by Javier
Updated File Comments Rating
29 Sep 2012 Algorithmic Trading with MATLAB - 2010 Files from the November 18, 2010 webinar. Author: Stuart Kozola

Hello Justinas: 250 days, 11 trading hours, 60 minutes in one hour.

Trading signal as exposed here, are wrong for the performance measure and sharpe calculation (lines 76 leadlag.m). In the same m file, plot result section, the signal helps to identify that you keep long or short.
It is important to differentiate variables definition with a graphical purpose and variables definition for calculation purpose.

Contact us