Price Momentum Investment - Maple Application Center
Application Center Applications Price Momentum Investment

Price Momentum Investment

: marcus .
Engineering software solutions from Maplesoft
This Application runs in Maple. Don't have Maple? No problem!
 Try Maple free for 15 days!

I will in this Maple worksheet briefly discuss price momentum
investing. I will do some empirical regression analysis and look
at the correlation between return vectors with different lags.
All empirical data is included in this worksheet.

Application Details

Publish Date: January 20, 2010
Created In: Maple 13
Language: English



More Like This

Constrained Optimization
Nash Equilibrium in a Static and Dynamic Duopoly Cournot Model
The Normal Distribution and the Central Limit Theorem
Stability of Differential Equations
Dynamic Programming and the Bellman Equation
Predator and Prey Model
The Black-Litterman Asset Allocation Model
Intertemporal Consumption Dynamics
Cake Eating in Finite and Infinite Time
Simulation of Stock Paths
The Concept of Significance
Saddle Path Equilibrium in a Phase Plane and Space