A commonly suggested moving-average trading rule is to buy a stock when its price moves above the
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A commonly suggested moving-average trading rule is to buy a stock when its price moves above the average of the last B months and to sell it when its price moves below the average of the last S months. In Chapter 12, I showed that for B = S = 15, this trading rule outperformed the Standard & Poor’s 500 by a substantial amount. By combining a two-way data table with the OFFSET function, determine the values of B and S that maximize trading profit (excluding transactions costs). You’ll find data for this problem in the file named Matradingrule.xlsx.
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Related Book For
Microsoft Excel Data Analysis And Business Modeling
ISBN: 9780137613663
7th Edition
Authors: Wayne Winston
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