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International Investment Tech Demo Simple Econometric Forecasting Step 1. Downloading Data Step 2. Forecasting and Performance Measure Step 3. Trading.

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Presentation on theme: "International Investment Tech Demo Simple Econometric Forecasting Step 1. Downloading Data Step 2. Forecasting and Performance Measure Step 3. Trading."— Presentation transcript:

1 International Investment Tech Demo Simple Econometric Forecasting Step 1. Downloading Data Step 2. Forecasting and Performance Measure Step 3. Trading Rules Performance Measure

2 Step 2. Forecasting and Performance Measure -Econometric

3 Step 3. Trading rules– Econometric Trading rules – When forecast positive return using return and parameters from yesterday’s closing, hold a long position – When forecast positive return using return and parameters from yesterday’s closing, hold a short position

4 Step 3. Trading Rules– Technical Analysis Moving average trading rules – When MA5 crosses MA50 up from the bottom, Buy – When MA5 crosses MA50 down from the top, Sell – Otherwise hold


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