Essays about: "moving average convergence divergence"

Found 5 essays containing the words moving average convergence divergence.

  1. 1. Profitability of Technical Trading Strategies in the Swedish Equity Market

    University essay from KTH/Matematisk statistik

    Author : Azmain Alam; Gustav Norrström; [2021]
    Keywords : Trading; Technical analysis; stocks; stonks; Equity markets; abnormal returns; moving average; RSI; relative strength index; MACD; moving average convergence divergence; Trading; teknisk analys; aktier; aktiemarknaden; överavkastning; glidande medelvärde; RSI; relative strength index; MACD; moving average convergence divergence;

    Abstract : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. READ MORE

  3. 2. Technical Analysis - Testing the performance of five commonly used technical indicators

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : David Rundberg; Eric Strandqvist; [2016-07-04]
    Keywords : technical analysis; weak form efficiency; random walk; moving average; moving average cross-over; moving average convergence divergence;

    Abstract : This thesis examines five commonly used technical indicators and their performance on five stocks listed at the Stockholm Stock Exchange during the time period January 2010 – March 2016. The research aims to see if the technical indicators can predict return in the upcoming period and also compare the profitability of the indicators versus the buy and hold strategy. READ MORE

  4. 3. A comparative study of technicalindicator performances by stock sector : RSI, MACD, and Larry Williams %R applied to the Information Technology, Utilities, and Consumer Staples sectors.

    University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

    Author : Claudius Sundlöf; Gustav Krantz; [2016]
    Keywords : ;

    Abstract : Technical indicators are used by experts in stock trading. The purpose of this report is to investigate whether or not some indicators perform better when applied to stocks of specific market sectors. READ MORE

  5. 4. Analysis of Moving Average Convergence Divergence(MACD) as a Tool of Equity Trading at the Karachi Stock Exchange

    University essay from Blekinge Tekniska Högskola/Sektionen för management

    Author : Abdul Waheed; [2013]
    Keywords : Finance; Equity Trading;

    Abstract : The study is an effort to analyse Moving Average Convergence Divergence (MACD) as a tool of equity trading at the Karachi Stock Exchange.Technical Analysis is one of the methods that provide basis for decision making in equity trading.MACD is one of the variables of Technical Analysis. READ MORE

  6. 5. A machine learning approach in financial markets

    University essay from Blekinge Tekniska Högskola/Institutionen för programvaruteknik och datavetenskap

    Author : Christian Ewö; [2003]
    Keywords : Financial time series; indicator optimization; support vector machines; prediction;

    Abstract : In this work we compare the prediction performance of three optimized technical indicators with a Support Vector Machine Neural Network. For the indicator part we picked the common used indicators: Relative Strength Index, Moving Average Convergence Divergence and Stochastic Oscillator. READ MORE