Optimized indicators of technical analysis on the New York stock exchange
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F16%3A43910258" target="_blank" >RIV/62156489:43110/16:43910258 - isvavai.cz</a>
Result on the web
<a href="https://acta.mendelu.cz/64/6/2123/" target="_blank" >https://acta.mendelu.cz/64/6/2123/</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.11118/actaun201664062123" target="_blank" >10.11118/actaun201664062123</a>
Alternative languages
Result language
angličtina
Original language name
Optimized indicators of technical analysis on the New York stock exchange
Original language description
The article is focused on the use of technical analysis and it's indicators. The main aim is the evaluation of technical analysis for selected index instruments which are traded on NYSE. The secondary objective is the optimization of indicator's parameters of technical analysis and subsequent comparison of profitability of business strategies based on these optimized parameters. The empirical analysis includes the backtesting of optimized indicators and comparison with the default settings of these indicators. The optimization and backtesting were performed on cyclical stocks, represented by stock index S&P 500 Financial from 11/1/2014 to 10/31/2015.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
64
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
9
Pages from-to
2123-2131
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-85008704967