Replicate Monte Carlo simulation under different distribution models

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Accounting & Consulting Financial Planning Posted 1 year ago

Fixed Price

Delivery by August 1, 2014

$80.00

Budget

Details

Build an excel spreadsheet to simulate result (Buy and hold strategy vs Moving Average strategy (with the flexibility to change the Moving Average variables) over 4 financial models. Please refer to

http://www.alphaarchitect.com/blog/2014/07/28/a-simulation-study-on-simple-moving-average-rules/?utm_source=Alpha+Architect+Website+Users&utm_campaign=7616d14267-RSS_EMAIL_CAMPAIGN&utm_medium=email&utm_term=0_2f87b7924e-7616d14267-149752453?utm_source=Alpha+Architect+Website+Users&utm_campaign=7616d14267-RSS_EMAIL_CAMPAIGN&utm_medium=email&utm_term=0_2f87b7924e-7616d14267-149752453#.U9Z7W15A7Kl

Detail of the methodology under:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2384583

This is for self education purpose and therefore methodology has to be clear outline in the excel and result has to be consistent with the above to ensure validity and consistency.


About the Client

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Hong Kong
Hong Kong 03:33 PM

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