TSM-simulation

A strategy simulation of time-series price momentum.

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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!)

Cite As

Anders (2026). TSM-simulation (https://in.mathworks.com/matlabcentral/fileexchange/42068-tsm-simulation), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0