TSM-simulation

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

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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 .

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
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Version Published Release Notes
1.0.0.0