Package Examples.Trading

Package description: Examples.Trading

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          Description

Class Summary
AverageDown Console program allocating a constant volatility asset and examining the strategy which averages down as follows: 100 shares are bought at time t=0.
BuyAndHold Console program allocating a constant volatility asset and examining the buy and hold strategy.
DollarCostAveraging Console program allocating a constant volatility asset and examining the dollar cost averaging strategy 100 shares are bought at time t=0 and at equal time intervals thereafter regardless of current price.
DoubleOrNothing Console program allocating a constant volatility asset and examining the strategy which averages down as follows: 100 shares are bought at time t=0.
GainsFromTrading We compute and graph the following statistics associated with a trading strategy as functions of the asset drift mu:
ReturnsHistogram We compute (smoothed, normalized) histograms of the returns of the following two trading strategies:
TradingGainsHistogram Draws histogram of gains from trading for the trading strategies StrategyAverageDown trading a ConstantVolatilityAsset.
 

Package Examples.Trading Description

Package description: Examples.Trading

Histograms and statistics associated with various examples of trading strategies. Main use: illustration of the API.