2. 305"Vt́pi"mj噂 p (Match)
5.2 Ti隠n x穎 n#"f英 li 羽u
Vtqpi"vt逢運ng h嬰p chu厩i th運k"ikcp"e„"pj英pi"ikƒ"vt鵜 b鵜 thi院u ho員c ng逸v"sw«pị" ej逢挨pi"vt·pj"u胤 t詠8瓜pi"v·o"pj英pi"ikƒ"vt鵜n¤p"e壱p"8吋 thay th院 nh茨o"8違m b違q"v pj"鰻n
8鵜pj"nk‒p"v映c c栄a chu厩i th運k"ikcp0"Piq k"tc"vc"e pi"e亥n ch丑n l丑c l衣k"eƒe"f衣ng chu厩i th運k" ikcp" o " vc" swcp" v¤o" pj逢" ejw厩k" vj»pi" vj逢運ng, chu厩i d鵜ch chuy吋p" n‒p." f鵜ch chuy吋n xu嘘pị"fcq"8瓜ng d衣ng d鵜ch chuy吋n xu嘘pi"f逢噂k"8ƒ{"t欝k"n‒p"vt‒p"x "fcq"8瓜ng d鵜ch chuy吋p"n‒p"vt‒p"8雨nh cao nh医t r欝i xu嘘ng. Trong ph衣m vi lu壱p"x<p"vc"u胤 tr詠c ti院p th詠c hi羽n th栄e»pi"8k隠w"p {0"Vw{"pjk‒p."swƒ"vt·pj"p {"e„"vj吋8逢嬰c th詠c hi羽n t詠8瓜ng theo m瓜t s嘘rj逢挨pi"rjƒr"pj壱n d衣ng m磯w"8欝 th鵜8逢嬰e"p‒w"vtqpi"]6:-51].
705"N逢w"vt英 d英 li羽u
File d英 li羽w"8亥w"x q"n "hkng"f逢噂i d衣pi"eux0"Eƒe"ikƒ"vt鵜 ghi nh壱n 泳ng v噂i t瑛ng c瓜v"vtqpi"hkng"eux"e„"f衣pi"pj逢"sau:
<Date>,<Open>,<High>,<Low>,<Close>,<Volume>,<Adj Close>
Ej逢挨pi"vt·pj"u胤 l医{"eƒe"p瓜i dung 荏 hai c瓜v"n "Fcvg"x "Enqug"v逢挨pi"泳ng v噂i
pi {"ikcq"f鵜ej"x "ikƒ"8„pi"e穎c0"V‒p"x "pj„o"pi pj"e栄a lo衣i c鰻 phi院w"fq"pi逢運i
f́pi"pj壱p (m員e"8鵜pj"v‒p"e鰻 phi院w"n "v‒p"e栄a file csv).
Ucw"mjk"8丑c xong, ej逢挨pi"vt·pj"u胤n逢w"zw嘘pi"e挨"u荏 d英 li羽w0"Ej逢挨pi"vt·pj"e„"
ch泳e"p<pi"j厩 tr嬰 v胤8欝 th鵜ik¿r"vc"f宇f pi"vj医{"j·pj"違pj"vq p"e映c v隠swƒ"vt·pj"dk院n
706"O»"v違 th詠c nghi羽m
Swƒ"vt·pj"vj詠c nghi羽o"8逢嬰c th詠c hi羽p"vt‒p"oƒ{"v pj"eƒ"pj¤p"x噂k"eƒe"vj»pi"
s嘘502"IJ¦."Kpvgn"Eqtg"k7."6022"ID"TCO"x "ej衣{"vt‒p"p隠p"Ykp"9"*54dkvư0"Ej逢挨pi" vt·pj"8逢嬰c vi院t b茨ng C#. Ta s胤 s穎 d映ng m瓜v"pj„o"i欝m 5 lo衣i c鰻 phi院u trong th鵜 vt逢運ng S&P500 l医y t瑛 [33]. Th運k"8k吋m b逸v"8亥u l医{"vj»pi"vkpn "v瑛pi {"31613;:4"vt荏
v隠 saụ S嘘pi {"n医y s胤8逢嬰e"p‒w"e映 th吋 trong t瑛pi"pj„o"vj詠c nghi羽o0"Eƒe"e鰻 phi院u
8逢嬰c ch丑n b医v"m·"ok宇p"n "épi"pj„o"pi pj0"Ejw厩i th運i gian g嘘e"8逢嬰c bi院p"8鰻i sang chu厩k"mjw{pj"j逢噂ng v噂k"eƒe"vj»pi"u嘘8亥w"x q<"ujqtv"vgto"oqxkpi"cxgtcie = 3, long
vgto"oqxkpi"cxgtcig"?"7"x "8逢運ng bao gi噂i h衣n envelope = 4%. Chi ti院t t瑛ng lo衣i c鰻 phi院w"8逢嬰e"o»"v違f逢噂k"8¤{<
C鰻 phi院w"vq p"vj鵜vt逢運pi"U(R722<"8¤{"n "e鰻 phi院u t鰻ng th吋."n "vj逢噂e"8q"8吋
tham chi院u bi院p"8鰻i cho t医t c違eƒe"nq衣i c鰻 phi院w"mjƒe
J·ph 5.1 Chu厩i th運i gian ch泳pi"mjqƒp"e鰻 phi院u S&P500 t瑛pi {"31613;:4
J·pj"5.2 Chu厩i th運i gian ch泳pi"mjqƒp"e鰻 phi院u BA t瑛pi {"1/4/1982
C鰻 phi院w"e»pi"v{"EUZ"*EUZ+
J·pj"5.3 Chu厩i th運i gian ch泳pi"mjqƒp"e鰻 phi院u CSX t瑛pi {"31613;:4
C鰻 phi院u Caterpillar Inc - CAT
C鰻 phi院u Deere & Company
J·pj"5.5 Chu厩i th運i gian ch泳pi"mjqƒp"e鰻 phi院u DE t瑛pi {"31613;:4
Lu壱p"x<p"u胤 ti院p"j pj"eƒe"vj詠c nghi羽m sau:
-C嘘8鵜nh min-sup, thay 8鰻i chi隠w"f k"e栄a chu厩i th運k"ikcp"8亥w"x q
-C嘘8鵜nh chi隠w"f k"e栄a chu厩i th運k"ikcp"8亥w"x q."vjc{"8鰻i min-sup
-Th詠c nghi羽o"uq"uƒpj"u嘘n逢嬰ng k院t h嬰r"8逢嬰c g丑i 荏 hai gi違i thu壱t
-Th詠c nghi羽o"uq"uƒpj"u嘘泳pi"xk‒p"e栄a hai gi違i thu壱t