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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 . 
Examples.Trading


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