A simulation model for evaluating the effectiveness of various stock market strategies

  • Authors:
  • P. Krolak;R. Berquist;R. Conn;H. Gilliland

  • Affiliations:
  • -;-;-;-

  • Venue:
  • DAC '69 Proceedings of the 6th annual Design Automation Conference
  • Year:
  • 1969

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Abstract

This paper developes a simulation model which can be used to investigate a wide variety of stock market investment strategies. A brief review of the literature of stock market forecasting is given. The paper describes the details that any simulation of a stock market investor would have to include if the model is to be realistically compared to the performance of real investors. An outline of the necessary features of any program which is to be used to investigate many different combinations of investment strategies and forecasting devices is also given. The program is described in detail and a few preliminary results are given.