Marchés Financiers Job by reireirei

(Calculation part only, simple version like what marina did, file attached) Backtest and simple statistic of XAG (Silver spot market) between 2001-2011 using simple technical trading rules from Brock, Lakonishok and LeBaron (1992)

-Statistics of daily and 10 days holding period returns of Variable Moving Average and Fixed Length Moving Average with (1,50), (1,150), (2,100), (5,200) periods and Trading Range Breakout (1,50), (1,150), (1,100), (1,200) with and without a 1% band and the results for the means from the active approach will be tested for significance at 5% and 1% level.

Compétences : Marchés Financiers

Voir plus : statistics level 2, marina c, statistics and calculation, BackTest, simple daily breakout, moving average variable, statistic project, trading calculation, variable moving average, simple breakout, moving average variable period, variable length moving average, variable moving average period, 150 days project, silver spot, variable period moving average, breakout pending, daily breakout, simple moving average, 2001, custom variable, approach project, statistics project, trading project, project calculation

Concernant l'employeur :
( 0 commentaires ) Coventry, United Kingdom

N° du projet : #2395214

1 freelance fait une offre moyenne de $100 pour ce travail


Hired by the Employer

100 $ USD en 4 jours
(69 Commentaires)