The examination of technical trading rules, time - series trading rules and combined technical and time - series trading rules, using DAX, CAC40, FTSE100, NASDAQ and S&P500

• Κύριος συγγραφέας: Σκέντζου, Δέσποινα
• Άλλοι συγγραφείς: Συριόπουλος, Κώστας
• Μορφή: Thesis
• Γλώσσα: English
• Έκδοση: 2015
• Θέματα: Trading rules; Technical analysis; AR-GARCH models; Predictability; Combining forecasts; Στρατηγική διακράτησης; Πρόγνωση; 332.64

This thesis investigates the predictability of trading strategies in the European and American stock market from 2001 to 2013. More specific, we examine the indices CAC40, DAX, FTSE100, NASDAQ and S&P500 first with the simple moving averages, then with trading rules based on the forecasts of tim...