I have a nice amount of data from a trading strategy I am working on, where I have two different liquidity parameters as x, y variables.
Before entering a trade I am taking the moving average of
Volume*SharePrice & if > than my "liquidity requirement" I enter, along with other unmentioned rules. The length of the moving average is my x variable and my liquidity requirement is my y variable. My data includes several outputs over these x and y variables such as P/L, ROI, $Won, etc.
My question is: how can I use Mathematica to interpolate an approximate function for any output so that I can optimize x, y? For instance say I want to approximate ROI=f(x,y) or P/L=f(x,y)...I dont expect something that describes my data perfectly, but something that approximates it would greatly help.