UCLA Department of Statistics

Identification of Optimal Buy and Sell Periods

Methodology: Financial data simulation and forecasting
Client affiliation: Fried Asset Management, Inc.

In this stocks project, we examined a client’s stock portfolio over a decade. We looked at the distribution of closing prices among the holdings and calculated the returns that would be seen with various combinations of hard sell points and trailing stop losses. Moving averages over 50 and 200 days were analyzed in the hopes of identifying optimal buy and sell periods based on these statistics.