A student currently writing his thesis on momentum trading in the world of finance.
A strategy simulation of time-series price momentum.
2 years ago
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...
Asked 3 years ago
I have a variable (A) signalling to buy or sell another variable (B) (if A is negative; sell (positive; buy). What is the easies...
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...
Asked 2 years ago
I have conducted several ttests originating from the same dataset, and would like to gather all the results in one variab...
I want to create one variable depending if another is above or below zero, I currently have the following code;
Buy = ...
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 ...