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Data Overview: This is a brief explanation for the data pages. A summary of model recommended transactions are presented for a number of equities for randomly chosen days. Data is presented both for the long (buy) and the short (sell) case. The date is presented in a YYYYMMDD format with an indicator as to whether the summary is for long or short. For example 20031104summary_long indicates long summary data for all equities for the 4th November 2003. The "Equity" column simply gives the name of the underlying equity. The "AvePriceChange" column gives the Average Price Change for that position entry and exit with no accounting for costs. The price delta is figured appropriately to the expected gain direction. A negative price delta indicates a loss. The "NumTrades" column gives the total Number of Trades for that equity, both entry and exit are counted. The "CumePriceChange" column gives the Cumulative Price Change for that equity and is simply the product NumTrades * AvePriceChange. |
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