Consider the following moving average trading strategy:

Let 7MA be the 7-days moving average, and let 14MA be the 14-days moving average. If the 7MA

crosses the 14MA from below, then buy your entire budget. If the 7MA crosses the 14MA from above,

then sell your entire portfolio.

Your task is to:

a. (10%) implement the above strategy and test it with MATLAB on the JET.L (JustEat stock 6M) stock's

daily closing prices that are provided on the moodle page of the module (Unit 1). Assume you

have 1M available to invest.

The output of your code should include the following (no particular format is required, as long as ithe

requested information is clearly presented):

b. (4%) when your algorithm buys or sells,

c. (4%) how much your algorithm buys or sells in each deal,

d. (2%) what profit/loss your algorithm made in total

Answer rating: 100% (QA)

Load the JustEat stock data loadJUSTEATstockdatamat Assuming the data is provided in a file Extract ... View the full answer