结果发现随机行走价格样本函数中阶段性趋势普遍存在,移动平均线法对每一模拟样本函数均能获得高额回报。
The results are: it is very common that there are trends in Monte Carlo random walk we can get excessive return with moving average method.
结果发现随机行走价格样本函数中阶段性趋势普遍存在,移动平均线法对每一模拟样本函数均能获得高额回报。
The results are: it is very common that there are trends in Monte Carlo random walk we can get excessive return with moving average method.
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