Examination of Yields and Spreads of Indian Debt Securities through Technical Analysis Tools: An Empirical Study

2003 ◽  
Author(s):  
Zaheer A Zaidi ◽  
Aniruddha Naha
Computing ◽  
2018 ◽  
Vol 101 (2) ◽  
pp. 161-185 ◽  
Author(s):  
Paulo Nunes ◽  
Ibéria Medeiros ◽  
José Fonseca ◽  
Nuno Neves ◽  
Miguel Correia ◽  
...  

2021 ◽  
Vol 3 (4) ◽  
pp. 439-451
Author(s):  
Rashesh Vaidya ◽  

<abstract> <p>An investor uses the graphical presentation of Bollinger Bands to get signals of the ups and downs, as well the volatility of the market from the expansion and tightening of the UBB and LBB, reflecting higher and lower volatility. The percent (%) b helps determine the opportunities during extreme periods from the market, looking at the concentration of line graph at the value "0" or "1" reflecting the bearish and bullish trend, respectively. The Bandwidth Index was able to picture out the bullish trend with a squeeze at the upper band. The positive unimodality of Q for NEPSE daily return for the period of the fiscal year 1998–1999 to the fiscal year 2019–2020 indicated normality for the market return. Nevertheless, the results for the trading signals based on the Bollinger bands are seen as useful for an investor by giving a clear signal to "buy" or "sell". At the same time, relying only on Bollinger Bands with a specific period MA, i.e. the Bollinger Bands with a shorter moving average (MA) shows higher fluctuations and vice-versa, hence, could show false signals while choosing inappropriate MA, therefore, help of other technical analysis tools should be taken while going for an investment decision.</p> </abstract>


2018 ◽  
Vol 11 (1) ◽  
pp. 55-64
Author(s):  
Rashesh Vaidya

This paper has attempted to find the interest of Nepalese investors, brokers and depository participants on the use the technical tools for the analysis of the stock market. The use of technical analysis in context to Nepal shows that the participants in the Nepalese stock market are highly interested on the use of new Hi-Lo price while making their investment decisions. Another interest was seen for trade volume indicators. The Nepalese stock market participants are not seen interested in using the resistance and support level followed by the pattern i.e. candlestick charts while analyzing the stock market trend.


Author(s):  
Homedan Iqtaish Matar Al-Sharafat

This research bears the name: (Artistic Building Tools in Samarawit Novel) by Hajji Jaber, and he addressed technical building tools as one of the technical analysis tools in stylistics, and he came in three demands: He addressed in the first requirement: the terms of study such as the technical building tools and narrative and narrative imagery, and in The second requirement: The study studied the structure of fictional speech in a novel (Samarawit), and defined the technical thresholds, and the third topic: Dealing with the tools of technical construction in the novel and the space of the novel time and space. The research has come out with some results and recommendations such as the importance of the modern stylistic study of narrative imagination, the tools of artistic construction in it, and the efforts of the narrator in transferring the story with its elements from the monotony of traditional narration to narrative imagination.


2021 ◽  
Vol 14 (2) ◽  
pp. 155-164
Author(s):  
Аleksey G. Bukhovets ◽  
Igor I. Ulshin ◽  
Alexandr V. Soloviev

2016 ◽  
Vol 8 (2) ◽  
pp. 171 ◽  
Author(s):  
Ikhlaas Gurrib ◽  
Elgilani Elshareif

Most technical analysis tools focus traditionally on the simple and exponential moving average technique. This study looks at the performance of an optimized fractal adaptive moving average strategy over different frequency intervals, where the Euro/US Dollar currency pair is analyzed due to the increased correlation between the Euro Index and EUR/USD, and the Dollar Index and EUR/USD over the last year compared to the last 15 years. The optimized strategy is evaluated against a buy-and-hold strategy over the 2000- 2015 period, using annualized returns, annualized risk and Sharpe performance measure. Due to the existence of different number of long and short trades in every trading scenario, this paper proposes the use of a new measure called the Sharpe/Total trades ratio which takes into account the number of trades when evaluating the different trading strategies. Findings strongly support the use of the adaptive fractal moving average model over the naïve buy-and-hold strategy where the former yielded higher annualized returns, lower annualized risk, a higher Sharpe value, although it was subject to more trades than the buy-and-hold strategy. The best market timing strategy occurred when using 131 daily fractal data with a Sharpe/Total trades ratio of 0.31%.


Author(s):  
Mehmet F. Dicle ◽  
John D. Levendis

In this article, we provide four financial technical analysis tools: moving averages, Bollinger bands, moving-average convergence divergence, and the relative strength index. The tftools command is used with four subcommands, each referring to a technical analysis tool: bollingerbands, macd, movingaverage, and rsi. We provide examples for each tool. tftools allows researchers to backtest their own investment strategies and will be of interest to investors, researchers, and students of finance.


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