Model InformationCategory : Signal And Noise Model Name : TestOfMarketEfficiencyManicMomentumZeroCharge.jar Author : MS4 Systems # of Download : 6 Updated Time : 2016-06-26T19:50:03.804Z |
Summary of ModelTest Of Market Efficiency Manic Momentum Zero Charge Detail DescriptionWe use the DowJonesClose model of the market (with probOfSwitch = 0.3) and FundInvestor model which implements the Manic Momentum without transaction charge, one of the investment strategies corresponding to Figure 11.5 of The Signal and The Noise (p. 345.) How to set instance variablesNo specific Instance Variables Picture linkThere is no picture. |