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Marchés Financiers Job by reireirei

All of the calculation part, and 300 words description

Backtest and simple statistic of XAG (Silver spot market) between 2001-2011 using simple technical trading rules from Brock, Lakonishok and LeBaron (1992). There will also a separation test of each 5 subperiods (see file attached)

Please also give the table of descriptive statistics like what brock at el does (pages 1737, 1739, 1741, and 1742), and marina does (histogram of returns and apendix)

- daily and 10 days holding period returns

- Variable Moving Average (1,50,0), (1,50,0.01), (1,150,0), (1,150,0.01), (5,150,0), (5,150,0.01), (1,200,0), (1,200,0.01), (2,200,0), (2,200,0.01)

- Fixed Length Moving Average (1,50,0), (1,50,0.01), (1,150,0), (1,150,0.01), (5,150,0), (5,150,0.01), (1,200,0), (1,200,0.01), (2,200,0), (2,200,0.01)

- Trading Range Breakout (1,50,0), (1,50,0.01), (1,150,0), (1,150,0.01), (1,200,0), (1,200,0.01)

*number 0 and 0.01 are with and without 1% band

Compétences : Marchés Financiers

Voir plus : marina c, statistics and calculation, histogram, BackTest, simple histogram, length 200 300 words, 150 words description, statistic table, test trading, simple daily breakout, moving average variable, 200 pages project, daily 150 words, statistic project, trading calculation, variable moving average, simple breakout, moving average variable period, variable length moving average, 150 words length, 150 simple words, variable moving average period, 150 days project, silver spot, variable period moving average

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

N° du projet : #2403401

1 freelance a fait une offre moyenne de 150 $ pour ce travail

raiseq

Hired by the Employer

150 $ USD en 3 jours
(11 Commentaires)
5.7