Introduction of the Profit Surface

Bell, Peter N (2010): Introduction of the Profit Surface.

Abstract

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Mathematics, Finance, Trading, Moving Average
• Subjects: A - General Economics and Teaching > A3 - Collective Works > A39 - Other; E - Macroeconomics and Monetary Economics > E3 - Prices, Business Fluctuations, and Cycles > E37 - Forecasting and Simulation: Models and Applications

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