The Profitability of Moving Average Methods in the Czech Stock Exchange

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23510%2F11%3A43896457" target="_blank" >RIV/49777513:23510/11:43896457 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
The Profitability of Moving Average Methods in the Czech Stock Exchange
Original language description
This paper is dealing with the profitability of the business strategies which use the following indicators of technical analysis: Simple Moving Average (SMA), Bollinger Bands (BB) and Moving Average Envelopes (MAE). All the mentioned indicators are the application of the moving average of the length N. The moving average was gradually counted for 199 lengths N=2, 3, 4 ...200. MAE are then counted for 4%, 6% and 8%. Bollinger Bands (BB) are counted for 1.6, 1.8 and 2.0 multiple of standard deviation. Theprofitability of particular methods is counted using the dates from Prague Stock Exchange in the space of 5 years from 1 January 2006 until 31 December 2010, specifically for the prices of the following shares: ČEZ, Komerční Banka and Telefonica O2. Theprofitability of particular methods in given parameters is then compared to passive strategy Buy and Hold (BH).
Czech name
—
Czech description
—

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)