TSM-simulation

Version 1.0.0.0 (14.6 KB) by Anders
A strategy simulation of time-series price momentum.
0.0
(0)
246 Downloads
Updated 3 Jun 2013

View License

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

MATLAB Release Compatibility
Created with R2011b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Financial Toolbox in Help Center and MATLAB Answers
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0