Table 1 Top 3 stock performance by simulation period
From: An LSTM and GRU based trading strategy adapted to the Moroccan market
Start date | End date | Stock | \(\theta\) | Annualized return(%) |
|---|---|---|---|---|
2010 | 2012 | LBV | 1.007 | 18.459 |
2010 | 2012 | CDM | 1.011 | 13.217 |
2010 | 2012 | MDP | 1.052 | 10.106 |
2011 | 2013 | LBV | 1.007 | 14.731 |
2011 | 2013 | JET | 1.010 | 12.640 |
2011 | 2013 | BMCI | 1.012 | 12.204 |
2012 | 2014 | MDP | 1.026 | 16.947 |
2012 | 2014 | LBV | 1.014 | 16.725 |
2012 | 2014 | ATH | 1.012 | 15.098 |
2013 | 2015 | COL | 1.007 | 29.441 |
2013 | 2015 | ATH | 1.009 | 23.062 |
2013 | 2015 | SNA | 1.010 | 19.321 |