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Shifting a day within the event window (Stata eventstudy2)
I am conducting an event-study using the eventstudy2 Stata command. I have issues calculating the Abnormal Returns for day 1 in my event window (eventstudy2 outputs Zero, see below). This is because m...
Marcel Birr
Votes: 0
Answers: 0
start dates across multiple timeframe to collecting market data
I'm writing a trading algorithm that incorporates multiple timeframe analysis by comparing yearly OHLC to quarterly OHLC to monthly OHLC to weekly OHLC to daily OHLC.
For each of these different timef...
Jason
Votes: 0
Answers: 1
how to add add_TA with the correct datacolumn
I have 2 symbols in my backtest. I am adding indicator donchianchannel. However when i plot it, add_TA( mktdata$high.DCH, col = 6, lwd = 1.5,on=TRUE) does not pass the associated symbol's data and i e...
junkone
Votes: 0
Answers: 1
How to compute the combined probability of loss for 2 time series (consisting of historical stock prices)?
May I please ask the community's support with the following problem?
I have 2 time series, with approximately 1000 observations each (same number of observations for both). They represent the daily cl...
mihnea_11235
Votes: 0
Answers: 0