Results 231 to 240 of about 530,348 (249)

A momentum trading approach to technical analysis of Dow Jones industrials

open access: closedPhysica A: Statistical Mechanics and its Applications, 2004
Abstract A momentum trading approach is presented to examine the Dow Jones industrial components for a period of about past 10 years (1992–2002). An analogy between the classical dynamics in physics and the stock trade dynamics is used with the momentum, P=mv, where the velocity (v) is a relative price change in a period (τ) and the inertial mass (m)
Ras B. Pandey, Hui Wang, Hui Wang
openaire   +3 more sources

Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum

open access: closedSSRN Electronic Journal, 2018
This paper utilizes a large universe of 18,410 technical trading rules (TTRs) and adopts a technique that controls for false discoveries to evaluate the performance of frequently traded spreads using daily data over 1990–2016. For the first time, the paper applies an excessive out-of-sample analysis in different subperiods across all TTRs examined. For
Athanasios A. Pantelous   +3 more
openaire   +3 more sources

Technical analysis and the Spanish stock exchange: testing the RSI, MACD, momentum and stochastic rules using Spanish market companies

open access: closedApplied Economics, 2013
The aim of this research is to examine the result of the application of the indicators Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD), Momentum and Stochastic in different companies of the Spanish continuous market. By using these indicators, it is intended to give purchase and sale recommendations to small investors.
J. A. L. Brugos   +2 more
openaire   +3 more sources

A Study on Time Series Momentum and Technical Analysis

open access: closedDongguk Business Research Institute
This study comprehensively analyzes time series momentum and moving average strategies for the Korean stock market. The results of the empirical analysis are as follows. The correlation coefficients between the returns of time series momentum and moving average strategies are on average above 0.8, indicating that the two strategies are closely related.
Minkyu Lee
openaire   +2 more sources

INTELLIGENT TIME SERIES DATA ANALYSIS OF CRYPTOCURRENCY MARKET DYNAMICS BASED ON OHLCV DATASET AND MOMENTUM TECHNICAL INDICATORS

open access: closedELECTRICAL AND COMPUTER SYSTEMS
Abstract. This article presents an analysis of the historical dynamics of the cryptocurrency market based on time series data using the OHLCV dataset. The study presents the results of calculations of the main cryptocurrency market momentum technical indicators. Using intelligent computational methods, the paper assesses patterns and trends in the data
I. S. Uzun, M. V. Lobachev
openaire   +2 more sources

Momentum, Noise and Technical Analysis

open access: closedSSRN Electronic Journal, 2005
Jochen Schneider
openaire   +2 more sources

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