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Technical analysis based on moving a...

St John, David.

Technical analysis based on moving average convergence and divergence.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
書名/作者:	Technical analysis based on moving average convergence and divergence.
作者:	St John, David.
面頁冊數:	96 p.
附註:	Source: Dissertation Abstracts International, Volume: 71-12, Section: B, page: .
Contained By:	Dissertation Abstracts International71-12B.
標題:	Applied Mathematics.
標題:	Economics, Finance.
ISBN:	9781124308111
摘要、提要註:	A trading strategy based on moving average convergence and divergence was defined and analyzed. Theoretical connections between moving averages, trader psychology and behavior were explored. Under model assumptions, the expected behavior of moving averages was analyzed. The question of whether or not the trading strategy was economically significant was explored using two historical sets of financial market data. A new test was described for examining the economic significance of any trading strategy. It was shown that this test also evaluates other predictive schemes in a variety of possible contexts.
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3431286

Technical analysis based on moving average convergence and divergence.
St John, David.

Technical analysis based on moving average convergence and divergence. - 96 p.

Source: Dissertation Abstracts International, Volume: 71-12, Section: B, page: .

Thesis (Ph.D.)--University of Illinois at Chicago, 2010.

A trading strategy based on moving average convergence and divergence was defined and analyzed. Theoretical connections between moving averages, trader psychology and behavior were explored. Under model assumptions, the expected behavior of moving averages was analyzed. The question of whether or not the trading strategy was economically significant was explored using two historical sets of financial market data. A new test was described for examining the economic significance of any trading strategy. It was shown that this test also evaluates other predictive schemes in a variety of possible contexts.

ISBN: 9781124308111Subjects--Topical Terms:

423576
Applied Mathematics.

Technical analysis based on moving average convergence and divergence.
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020 $a 9781124308111
035 $a (UMI)AAI3431286
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040 $a UMI $c UMI
100 1 $a St John, David. $3 423575
245 1 0 $a Technical analysis based on moving average convergence and divergence.
300 $a 96 p.
500 $a Source: Dissertation Abstracts International, Volume: 71-12, Section: B, page: .
500 $a Adviser: Charles Knessl.
502 $a Thesis (Ph.D.)--University of Illinois at Chicago, 2010.
520 $a A trading strategy based on moving average convergence and divergence was defined and analyzed. Theoretical connections between moving averages, trader psychology and behavior were explored. Under model assumptions, the expected behavior of moving averages was analyzed. The question of whether or not the trading strategy was economically significant was explored using two historical sets of financial market data. A new test was described for examining the economic significance of any trading strategy. It was shown that this test also evaluates other predictive schemes in a variety of possible contexts.
520 $a The most significant findings of the study included that observed relationships between price movement and averages do not imply the existence of predictable market dynamics; that in one given data set, the trading strategy shows economic significance over a long time period; and that the new test proposed correctly identifies important properties of the trading strategy related to economic significance. The study also highlighted several practical concerns and limitations when implementing this particular trading strategy, or any strategy in general.
590 $a School code: 0799.
650 4 $a Applied Mathematics. $3 423576
650 4 $a Economics, Finance. $3 423545
690 $a 0364
690 $a 0508
710 2 $a University of Illinois at Chicago. $3 423137
773 0 $t Dissertation Abstracts International $g 71-12B.
790 1 0 $a Knessl, Charles, $e advisor
790 $a 0799
791 $a Ph.D.
792 $a 2010
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3431286

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