A Stochastic Approximation Approach for Trend-Following Trading (Q4562480)
From MaRDI portal
scientific article; zbMATH DE number 6996407
Language | Label | Description | Also known as |
---|---|---|---|
English | A Stochastic Approximation Approach for Trend-Following Trading |
scientific article; zbMATH DE number 6996407 |
Statements
A Stochastic Approximation Approach for Trend-Following Trading (English)
0 references
21 December 2018
0 references
stock price
0 references
sample path
0 references
stochastic approximation
0 references
sharpe ratio
0 references
bear market
0 references
0 references