All

What are you looking for?

All
Projects
Results
Organizations

Quick search

  • Projects supported by TA ČR
  • Excellent projects
  • Projects with the highest public support
  • Current projects

Smart search

  • That is how I find a specific +word
  • That is how I leave the -word out of the results
  • “That is how I can find the whole phrase”

Advanced speculative strategy based on Advanced speculative strategy based on price and volume combination

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F14%3APU111654" target="_blank" >RIV/00216305:26510/14:PU111654 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Advanced speculative strategy based on Advanced speculative strategy based on price and volume combination

  • Original language description

    The paper works with analysis of this investment strategy in terms of robustness parameters toenter the speculative position, the output of speculative positions, volatility and time filter. The proposed investment strategy is using the methods of robustness tests, which are based on testing on different data then were data used for optimization of strategies.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • OECD FORD branch

    50201 - Economic Theory

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2014

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Crafting Global Competitive Economies: 2020 Vision Strategic Planning & Smart Implementation

  • ISBN

    978-0-9860419-3-8

  • ISSN

  • e-ISSN

  • Number of pages

    2207

  • Pages from-to

    1276-1280

  • Publisher name

    IBIMA

  • Place of publication

    Milan, Italy

  • Event location

    Milan

  • Event date

    Nov 6, 2014

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000360509300132