The Optimized Indicators of Technical Analysis by Anticyclic Assets

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43909717" target="_blank" >RIV/62156489:43110/16:43909717 - isvavai.cz</a>
Result on the web
<a href="http://is.muni.cz/do/econ/sborniky/2016/EFS2016-Proceedings_final_September_19_final.pdf" target="_blank" >http://is.muni.cz/do/econ/sborniky/2016/EFS2016-Proceedings_final_September_19_final.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The Optimized Indicators of Technical Analysis by Anticyclic Assets
Original language description
The paper is focused on using the technical analysis and its indicators. It deals with the evaluation of investment strategies based on the optimized parameters of technical analysis indicators. The analysis focuses on using selected indicators of the technical analysis in the period from 11/1/2013 to 10/31/2014. The empirical analysis includes a back-test of optimized indicators, the results of which are compared with the recommended setting of these indicators, held in the period from 11/1/2014 to 10/31/2015. The optimization and the back-test were realized on anticyclical stocks, represented by the index S&P 500 Consumer Staples. The main aim of the paper is to bring to the speculators a higher investment return based on the change of the recommended (default) setting of these indicators.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
European Financial Systems 2016: Proceedings of the 13th International Scientific Conference
ISBN
978-80-210-8308-0
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
708-714
Publisher name
Masarykova univerzita
Place of publication
Brno
Event location
Brno
Event date
Jun 27, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000385692200094

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