I want to generate a ROC curve for the data in the attached excel sheet. I am using the following code: meanthresh = 0.8:0.1:2.5; % This alters the mean threshold between 0.8 and 2.5 by 0.1 %% Beginning the Mean ROC for a = 1:length(meanthresh) %% the for loop makes it to ...
1,-1))# Step 4: The trading rules/equity curveret<-ROC(Cl(GSPC))*sigret<-ret["2009-06-02/2010-09-07"]eq<-exp(cumsum(ret))plot(eq)# Step 5: Evaluate strategy
One only needs to experience the habitual flicking of a light switch during a power outage to realize it is inseparably integrated into our daily existence. Many of us have had the experience of preparing a home-cooked meal only to have the power go out with dinner half cooked in the ...