Optimized Indicators of Technical Analysis on the New York Stock Exchange

Autor:	Martin Širůček, Karel Šíma
Jazyk:	angličtina
Rok vydání:	2016
Předmět:	technical analysis indicators optimization S&P 500 relative strength moving average Agriculture Biology (General) QH301-705.5
Zdroj:	Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 64, Iss 6, Pp 2123-2131 (2016)
Druh dokumentu:	article
ISSN:	1211-8516 2464-8310
DOI:	10.11118/actaun201664062123
Popis:	The article is focused on the use of technical analysis and it’s indicators. The main aim is the evaluation of technical analysis for selected index instruments which are traded on NYSE. The secondary objective is the optimization of indicator’s parameters of technical analysis and subsequent comparison of profitability of business strategies based on these optimized parameters. The empirical analysis includes the backtesting of optimized indicators and comparison with the default settings of these indicators. The optimization and backtesting were performed on cyclical stocks, represented by stock index S&P 500 Financial from 11/1/2014 to 10/31/2015.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/538f531fc7d84119aadc27a9721dd15e Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF