yegg / sell-and-hold

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Sell and Hold

This repo is about analyzing the Sell and Hold market strategy, explained in detail at The Sell and Hold Strategy. It is used to produce the analysis presented in that article.

To execute the simulation, run:


Simulation (and strategy) parameters are defined and explained at the top of that file. In addition, it can take some command line arguments which are currently used by to assist with quicker sensitivity analysis. To see an example of that, run:


Note: The Perl script depends on the Finance::Math::IRR and Statistics::Lite modules. Read the CPAN documentation for how to install Perl modules.

The data that the simulation draws on lives in data/. Enjoy! Pull requests are welcome.

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License:Apache License 2.0


Language:Perl 100.0%