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silvaac

Christian Da Silva

Recently Published

Melting Point Presentation
For class easy access
Understanding moving averages strategies with the help of toy models using R
Mathematical and empirical analysis of moving average/momentum strategies. Sample code for R/Finance 2013 talk. Updated version. Old version is #6165
Understanding moving averages strategies with the help of toy models using R
Sample code used in R/Finance 2013 presentation. Presentation attached at end of code sample.