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