Publisher review:Trading Stocks verifies if a particular acumulated return can be just a case of chance. This function performs n simulations with random trades in the market, saving the logarithm accumulated return for each simulation. For example, suppose that you're a trader and have earned 15% of logarithm return over 248 trading days (1 year) where you traded 10 stocks for 50 days.
This function will check if a monkey with no skill whatsoever can, in average, replicate your return after transaction costs of 0.1% per trade. If such mamel can do it, maybe you should review your approach at trading. From the academic point of view, this method is called bootstrap method for assessing performance. Requirements: · MATLAB Release: R14 · Statistics Toolbox
Trading Stocks is a Matlab script for Financial Modeling and Analysis scripts design by Marcelo Scherer Perlin.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Trading Stocks verifies if a particular acumulated return can be just a case of chance.
Operating system:Windows / Linux / Mac OS / BSD / Solaris
Trading Stocks script details 
