The design considerations and development of a simulator for the backtesting of investment strategies

 

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dc.contributor.advisor Marsden, Gary en_ZA
dc.contributor.author Gounden, Kevin en_ZA
dc.date.accessioned 2014-12-30T06:52:36Z
dc.date.available 2014-12-30T06:52:36Z
dc.date.issued 2011 en_ZA
dc.identifier.citation Gounden, K. 2011. The design considerations and development of a simulator for the backtesting of investment strategies. University of Cape Town. en_ZA
dc.identifier.uri http://hdl.handle.net/11427/10569
dc.description.abstract The skill of accurately predicting the optimal time to buy or sell shares on the stock market is one that has been actively sought by both experienced and novice investors since the advent of the stock exchange in the early 1930s. Since then, the finance industry has employed a plethora of techniques to improve the prediction power of the investor. This thesis is an investigation into one of those techniques and the advancement of this technique through the use of computational power. The technique of portfolio strategy backtesting as a vehicle to achieve improved predictive power is one that has existed within financial services for decades. Portfolio backtesting, as alluded to by its name, is the empirical testing of an investment strategy to determine how the strategy would have performed historically, with a view that past performance may be indicative of future performance. en_ZA
dc.language.iso eng en_ZA
dc.subject.other Computer Science en_ZA
dc.title The design considerations and development of a simulator for the backtesting of investment strategies en_ZA
dc.type Thesis / Dissertation en_ZA
uct.type.publication Research en_ZA
uct.type.resource Thesis en_ZA
dc.publisher.institution University of Cape Town
dc.publisher.faculty Faculty of Science en_ZA
dc.publisher.department Department of Computer Science en_ZA
dc.type.qualificationlevel Masters en_ZA
dc.type.qualificationname MSc en_ZA
uct.type.filetype Text
uct.type.filetype Image


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