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Hi all,
I am a new user, and currently working on the Trend following stratergy using Knight-Satchell-Tran 1995 model.The related link is:
http://www.numericalmethod.com/wiki/numericalmethod/browser/algoquant/algoquant/src/com/numericalmethod/algoquant/strategy/macrossoverAnd in the main function of Demo010.java, Class KnightSatchellTran1995MLE is used. However, I could not find file KnightSatchellTran1995MLE.java.
May I know where I could find it? Thank you very much. 🙂
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