tech.nmfin.algoquant.demo.model.januaryeffect

Class JanuaryEffectStrategyDemo

java.lang.Object

tech.nmfin.algoquant.demo.model.januaryeffect.JanuaryEffectStrategyDemo

@Demo
public class JanuaryEffectStrategyDemo
extends Object

Demonstrates how to set up the simulator to simulate the tutorial strategy, JanuaryEffectStrategy.

Using this example. Supplies market data, capital, timing context and measures to the JanuaryEffectStrategy example. The strategy trades one unit; initial capital is not an instruction to invest the whole account. Inspect the scheduled event dates together with the available price observations.

Model and publication. No single original research publication is claimed for this library/example policy.

Implementation in this tutorial. This is a calendar-rule illustration: schedule daily callbacks, open one unit near year-end and flatten after the configured new-year date. The code does not estimate a seasonal premium or implement a causal explanation of the January effect. It is not presented as a replication of a specific empirical publication.

Constructor Summary

Constructors

Constructor and Description
JanuaryEffectStrategyDemo()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)
void	run()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

JanuaryEffectStrategyDemo

public JanuaryEffectStrategyDemo()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception

run

public void run()
         throws Exception

Throws:

Exception