Generalized Technical Analysis. Effects of transaction volume and risk
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2002
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866918162740543488 |
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| author | Ausloos, M. Ivanova, K. |
| author_facet | Ausloos, M. Ivanova, K. |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_cond_mat_0212641 |
| institution | arXiv |
| publishDate | 2002 |
| record_format | arxiv |
| spellingShingle | Generalized Technical Analysis. Effects of transaction volume and risk Ausloos, M. Ivanova, K. Statistical Mechanics Numerical Analysis Computational Physics Trading and Market Microstructure 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. |
| title | Generalized Technical Analysis. Effects of transaction volume and risk |
| topic | Statistical Mechanics Numerical Analysis Computational Physics Trading and Market Microstructure |
| url | https://arxiv.org/abs/cond-mat/0212641 |