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MATLAB applications of trading rules and GARCH with wavelets analysis
11 pages
Published by
giovanis
Electronic copy available at: http://ssrn.
com/abstract=1523365
1
MATLAB applications of trading rules and GARCH with wavelets analysis
Eleftherios Giovanis
Abstract
In this paper we provide MATLAB routines for two major used...
[More]
Electronic copy available at: http://ssrn.
com/abstract=1523365
1
MATLAB applications of trading rules and GARCH with wavelets analysis
Eleftherios Giovanis
Abstract
In this paper we provide MATLAB routines for two major used trading rules, the
moving average indicator and MACD oscillator as also the GARCH univariate
regression with Monte Carlo simulations and wavelets decomposition, which is an
update of an older algorithm.
Keywords: MATLAB, moving average, MACD, trading rules, technical analysis,
GARCH, wavelets, Monte-Carlo
1.
Introduction
We won’t get to the traditional literature reviews of what someone examines what the
other one studies or someone else found or proposes an excellent model.
There isn’t
the excellent model and if someone wants to read fancy words and huge referees in
literature this is not the paper you want to read.
We just present some MATLAB
functions for use in Forex trading and to experiment with them.
Unfortunately some
of these t
[Less]
Tags
abstract,
academicians,
analysis,
average,
carlo,
claim,
garch,
macd,
matlab,
model,
models,
monte,
moving,
profits,
random,
trading,
wavelets
