Table 3 selected stock performance over period 03/2019 to 03/2021
From: An LSTM and GRU based trading strategy adapted to the Moroccan market
Stock | \(\theta\) | Glboal return(%) | Annualized ret(%) | Winerate(%) | Number of closed position | Hloding time(days) |
|---|---|---|---|---|---|---|
COL | 1.01 | 57.80 | 26.87 | 91.43 | 35 | 4 |
MDP | 1.03 | 64.02 | 29.46 | 93.33 | 15 | 14 |