Sökning: "moving average convergence divergence"

Visar resultat 1 - 5 av 6 uppsatser innehållade orden moving average convergence divergence.

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

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Azmain Alam; Gustav Norrström; [2021]
    Nyckelord :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;

    Sammanfattning : 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. LÄS MER

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

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

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

    Sammanfattning : 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. LÄS MER

  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.

    Kandidat-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)

    Författare :Claudius Sundlöf; Gustav Krantz; [2016]
    Nyckelord :;

    Sammanfattning : 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. LÄS MER

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

    Magister-uppsats, Blekinge Tekniska Högskola/Sektionen för management

    Författare :Abdul Waheed; [2013]
    Nyckelord :Finance; Equity Trading;

    Sammanfattning : 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. LÄS MER

  7. 5. Position under fem dagar -en vinnande strategi inom teknisk analys?

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Marcus Nordström; Joakim Andersson; [2008]
    Nyckelord :Teknisk analys; RSI; MACD; Bollingerband; Effektiva marknadshypotesen.; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : Syfte: Syftet med undersökningen är att testa och analysera teknisk analys enligt en kortsiktig strategi på Stockholmsbörsen under åren 2000-2007. Vi ämnar även utvärdera delperioder med utmärkande egenskaper. LÄS MER