Generalized Technical Analysis. Effects of transaction volume and risk
M. Ausloos, K. Ivanova
Abstract
We generalize the momentum indicator idea taking into account the volume of transactions as a multiplicative factor. We compare returns obtained following strategies based on the classical or the generalized technical analysis, taking into account a sort of risk investor criterion.
Create a lesson
Related papers
Global Minima of the Thomson Problem in a Disk: A Molecular Dynamics Approach with Fixed Border Charges
Georgiy K. Lavrov, Eduard G. Nikonov
Martingale theory for heat and phase-space contraction in heterogeneous diffusions
Jing Qin, Nariya Uchida, Édgar Roldán
Formal Fluctuation-Response Relations for Non-Stationary Systems: The Dynamic Conjugate Variable
Igor M. Sokolov
Khinchin's ergodicity and typicality in statistical mechanics
Dario Lucente, Marco Baldovin, Giacomo Gradenigo et al.
Universal 1/f Noise in the Power Spectra of Energy Time-series in Solvated DNA Dynamics
Harsh Sahu, Deepika Sardana, Pramod Kumar et al.
Landau diamagnetism and the de Haas-van Alphen effect from a single geometric construction
Sung-Hoon Lee