By Christian L. Dunis, Jason Laws, Patrick Naïm
Except you already are within the alternate otherwise you are looking to write your individual buying and selling programmes, please provide this a go. This quantitative research dependent booklet is well past these with out very robust facts and programming services. Sorry to inform you that as an MBA, CFA professional dealer, i'll snatch at so much 30% of the modeling options defined. definitely the CDROM bundled did support. despite the fact that, I doubt what number readers could have that endurance and source to assemble and enter the information wanted.
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Additional info for Applied Quantitative Methods for Trading and Investment
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19 For a full discussion on these measures, refer to Hanke and Reitsch (1998) and Pindyck and Rubinfeld (1998). We also include correct directional change (CDC), which measures the capacity of a model to correctly predict the subsequent actual change of a forecast variable, an important issue in a trading strategy that relies on the direction of a forecast rather than its level. 16. 2 Out-of-sample trading performance measures Statistical performance measures are often inappropriate for ﬁnancial applications.
Applied Quantitative Methods for Trading and Investment by Christian L. Dunis, Jason Laws, Patrick Naïm