The Performance Analysis of Technical Indicators of KD and MACD-Evidence from the Component Stock of Taiwan 50 Index
| Autor: | SU,SI-WEI, 蘇思維 |
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| Rok vydání: | 2019 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 107 The indicators of technical analysis used by general investors are MA, KD, RSI, MACD, BIAS, etc. This research analyzes and compares the KD and MACD technical indicators to the Taiwan 50 Index Stocks in Taiwan’s Stock market as a sample. The research period is from January 01, 2015 to December 31, 2018, and the technical analysis of KD and MACD is verified through empirical results. According to the analysis of the empirical data results is summarized as follows: First, the performance of using single technical analysis indicator cannot outperform the buy-and-hold strategy. Second, MACD indictor performs better than the KD technical analysis indicator. Finally, the research results are compared and analyzed by KD and MACD technical indicators, which can effectively use and analyze the technical indicators for the stable improvement of the rate of return, and provide a reference guideline for all investors in the market. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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