Sökning: "Trading range breakout"

Hittade 1 uppsats innehållade orden Trading range breakout.

  1. 1. The Performance of Technical Analysis : A case study in Chinese domestic A share

    Magister-uppsats, Handelshögskolan vid Umeå universitet

    Författare :Haoming Geng; Cheng Wang; [2010]
    Nyckelord :Technical analysis; Chinese stock market; Moving average; Trading range breakout; Sharpe ratio; mean return;

    Sammanfattning : In this thesis, we conduct a case study by applying simple technical trading rules on Chinese stock market. The technical trading rules we tested are moving average rules and trading range breakout rules. The stock indices we tested are SSE A (Shanghai A) and SZSE (Shenzhen A) share, these shares are limited to the Chinese domestic traders. LÄS MER