Explore how the profit rate changes

Assignment Help Basic Computer Science

Reference no: EM131082386

Our pairs trading approach uses the mean and standard deviation from the training data for the thres holds for the future/test data. We could, however, update the thresholds after we receive the new stock prices, e.g., each day. We can use the same mechanism to determine the optimal value of k with the updated training set, created by adding the new observation to the previous training set. This then changes when we open or close a position in the future. Implement this approach and explore how the profit rate changes.

Reference no: EM131082386

Questions Cloud

Specific intermediary within a given channel : Name four factors to consider in choosing a specific intermediary within a given channel.

Modify the functions to collect this information : Modify the functions to collect this information and explore the results.

Registration of a public limited company : Highlight four documents required before the registration of a public limited company.

What are top three elements that were significant for you : The question for this week is the following: from the three topics presented in the videos for this week Acculturation Assessment, R/CID, and/or "A Class Divided," what are the top three elements that were significant for you? Also share why these..

Explore how the profit rate changes : This then changes when we open or close a position in the future. Implement this approach and explore how the profit rate changes.

Contract between ed and fran : Ed, a business person is a friend of Fran, the owner of a candy story. Every day, Ed spends a few minutes in Fran's candy store, looking at the candy and usually buying one or two candy bars or other candy. One afternoon, Ed went in the store, loo..

Identifying the real causes of a problem : In the development of a problem statement, what are some components you consider important when identifying the real causes of a problem?

Sole proprietorship and partnership : Differentiate between sole proprietorship and partnership and give the advantages and disadvantages of each of the forms of business ownership.

Explain how you would acquire a source that you need : Visit the Jerry Falwell Library online. Browse around on pages that will lead you to information about topics that you are studying. Based on what you find on these pages, what kinds of resources can you access through the Jerry Falwell Library?

User Account

All Pages