This file contains the matab code for martingale strategy analysis. If you want more details, please ckeck wechatplatform ”萘比苯甲酸味道更香“. Or you can directly click https://mp.weixin.qq.com/s/UbJWumyt--lCDJNwB0Tdvw to see the passage.
In the near future, I will upload a matlab code to establish a martingale strategy and using the real data of Shanghai composite index to estimate the estimateors.
Confidence interval