bearemhftrader.m

来自「仿真人工金融市场Jackson代码」· M 代码 · 共 29 行

//  BearEMHFTrader.m
//  This file defines the method of stock valuation for "biased"
//  but "error-prone" traders who believe the markets are efficient....
//  An implication of this belief is that they expect the
//  price to be correct in the coming period and all that follow.
//  Hence, they derive their expected return by calculating the
//  fundamental value and the expected fundamental value in the
//  future.
//  These traders are actually NOISE traders because their
//  expectations are persistently in error.
//
//


#import "BearEMHFTrader.h"

// Implementation of a biased EMH fundamental trader ..

@implementation BearEMHFTrader

-(double) getBias {

// Just negate the bias for bears
return ((double) (-[biasedForecastDist getDoubleSample]));

}

@end