STA457

STA457 Time series analysis assignment Statistical properties of (moving-average) rule returns 1. Introduction Technical indicator is widely used to generate trading signals by practitioners to make trading decisions. The usual rule is to trade with the trend. In this case, the trader initiates a position early in the trend and maintains that position as long as the trend continues. In this assignment, you are asked to study the statistical prop

22 Other / Other Other / STA457 17 Nov 2020