Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Consider the following moving average trading strategy: Let 7MA be the 7-days moving average, and let 14MA be the 14-days moving average. If the 7MA

Consider the following moving average trading strategy:

Let 7MA be the 7-days moving average, and let 14MA be the 14-days moving average. If the 7MA

crosses the 14MA from below, then buy your entire budget. If the 7MA crosses the 14MA from above,

then sell your entire portfolio.

Your task is to:

a. (10%) implement the above strategy and test it with MATLAB on the JET.L (JustEat stock 6M) stock's

daily closing prices that are provided on the moodle page of the module (Unit 1). Assume you

have 1M available to invest.

The output of your code should include the following (no particular format is required, as long as ithe

requested information is clearly presented):

b. (4%) when your algorithm buys or sells,

c. (4%) how much your algorithm buys or sells in each deal,

d. (2%) what profit/loss your algorithm made in total

Step by Step Solution

3.43 Rating (156 Votes )

There are 3 Steps involved in it

Step: 1

Load the JustEat stock data loadJUSTEATstockdatamat Assuming the data is provided in a file Extract ... blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Intermediate Microeconomics

Authors: Hal R. Varian

9th edition

978-0393123975, 393123979, 393123960, 978-0393919677, 393919676, 978-0393123968

More Books

Students also viewed these Databases questions

Question

How do you add two harmonic motions having different frequencies?

Answered: 1 week ago