Introduction of the Profit Surface

The profit surface is a visualization technique for data computed from trading rules. I simulate price paths and operate the trading rules to compute cumulative returns for the rule under different specifications. The specifications are pairs of integers, filter lag lengths, so a contour plot is useful to display cumulative returns for more specifications than can be shown otherwise.

MoreLess

Year of publication:	2010-11-17
Authors:	Bell, Peter N
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Mathematics \| Finance \| Trading \| Moving Average

More details

Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	A39 - Multisubject Collective Works. Other ; E37 - Forecasting and Simulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008727898