Optimizing buying and selling point for a stock
I am working on a problem and I need help getting started. Any pointers
would be greatly appreciate it
My problem: Given a $50,000 purse and 20/20 hindsight, and a particular
stock, what are the best buying and selling points if the the only
requirement is to maximize net profit. The stock is a daily chart going
back 12 months and there can be as many or as little buying and selling.
Added Clarification:
Commission and slippage: 0.5% Minimum holding period: 2 days Shorts not
allowed. No margin allowed.
How can I approach this problem? What algorithms can I use to solve this
problem? At this point, I am looking for pointers to then google them or
youtube them. I use Matlab.
Thanks a lot for your help.
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