optimized indicators of technical analysis on the new york stock exchange
Clicks: 158
ID: 146865
2016
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.
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irek2016actaoptimized
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| Authors | ;Martin Širůček;Karel Šíma |
| Journal | Talanta |
| Year | 2016 |
| DOI | 10.11118/actaun201664062123 |
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