nepse
Moving Average cross over strategies back test 2014-2024 in NEPSE
​ https://preview.redd.it/ow2iy6oak1fc1.png?width=1236&format=png&auto=webp&s=69211280b7f3f727947537feede931744fc8a537 ​ https://preview.redd.it/4amvlsadk1fc1.png?width=1228&format=png&auto=webp&s=27d2a9d34b5b959303179888fa75d946182f4db2 ​ https://preview.redd.it/7zfq5gxgk1fc1.png?width=1209&format=png&auto=webp&s=84954cd742d798c99c93bf997d02ce10a8b600a1 ​ View on r/NepalStock by ShreShreShreShreShre
Read MorePositive & Negative Correlations in NEPSE and other asset classes
Has anyone done enough substantial and statistically significant results in this sub to discover patterns of negative correlations of other assets or variables in respect to NEPSE? I know a-lot of people say that NEPSE is inversely correlated to bank rates, but i found a couple of research papers which doesn’t seem to agree. Would […]
Read MorePair Trading strategy in Nepse: Mean Reversion Strategy
So guys like i said before i did my work on the pairs You can find them here: [https://docs.google.com/spreadsheets/d/1GrwTou8DXnFV4Xmpe5Ih3h0GtMkrzPH2xRi41tvQGWY/edit?usp=sharing](https://docs.google.com/spreadsheets/d/1GrwTou8DXnFV4Xmpe5Ih3h0GtMkrzPH2xRi41tvQGWY/edit?usp=sharing) ​ https://preview.redd.it/cbx8582g0nec1.png?width=829&format=png&auto=webp&s=00cfa6e248b675bf07b975a7b65fe46b4fc7c117 Two stocks from different sectors being cointegrated is kinda sus so be careful with the SHIVM/SJLIC pair There is a 95% chance that there pairs are cointegrated as of 25/01/2024. Future trends can change […]
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