Model Information

Category : Signal And Noise

Model Name : TestOfMarketEfficiencyManicMomentumStandardCharge.jar

Author : MS4 Systems

# of Download : 6

Updated Time : 2016-06-26T19:49:45.264Z

Summary of Model

Test Of Market Efficiency Manic Momentum Standard Charge

Detail Description

We use the DowJonesClose model of the market (with probOfSwitch = 0.3) and FundInvestor model which implements the Manic Momentum with transaction charges, one of the investment strategies corresponding to Figure 11.5 of The Signal and The Noise (p. 345.)

How to set instance variables

No specific Instance Variables

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