AN INNOVATIVE GA OPTIMIZED INVESTMENT STRATEGY BASED ON A NEW TECHNICAL INDICATOR USING MULTIPLE MAS

2010 ◽  
Keyword(s):  
Investment Strategy ◽  
Technical Indicator

scholarly journals Trend identification with the relative strength index (RSI) technical indicator –A conceptual study

2021 ◽  
Vol 8 (4) ◽  
pp. 159-169
Author(s):  
Ashok Kumar Panigrahi ◽  
Kushal Vachhani ◽  
Suman Kalyan Chaudhury
Keyword(s):  
Investment Strategy ◽  
Relative Strength ◽  
Medium Term ◽  
Short Term ◽  
Significance Level ◽  
Technical Indicator ◽  
Conceptual Study ◽  
Trend Identification ◽  
F Statistics

We all must agree that the word "trend" is now the buzzword of the stock market. As a part of investment strategy and analysis, it is always suggested that the investors should keep an eye on medium-term and short-term changes in addition to longer-term (secular) patterns. Traders and investors use the RSI as a momentum indicator. Overbought and oversold situations are indicated by RSI values between 70 and 30. Over the past two decades, several techniques have been developed to analyze NIFTY 50 data for investment purposes. In this paper, we have estimated the returns by looking at the two trends i.e., 50-50 and 60-40. In addition to this, how to trade and back-test our strategy is also explained. Applying these two RSI strategies to the NIFTY 50 chart revealed that 50-50 offers a higher long-term return, while 60-40 provides a superior short-term return. Finally, the strategies' returns F-statistics and P-values were calculated and analyzed to determine their significance level and acceptability.

Does family affect financial outcomes and psychological biases? Evidence from small investors in Bangladesh

2019 ◽  
Vol 10 (2) ◽  
pp. 167-186
Author(s):  
Mohammad Tariqul Islam Khan ◽  
Siow-Hooi Tan
Keyword(s):  
Family Background ◽  
Investment Strategy ◽  
Risk Tolerance ◽  
Portfolio Performance ◽  
Content Type ◽  
Financial Outcomes ◽  
Technical Indicator ◽  
Small Investors ◽  
Financial Issues ◽  
Better Than

Purpose The purpose this paper is to investigate whether family affects financial outcomes and psychological biases in an under-researched context, Bangladeshi small investors. Design/methodology/approach To achieve the stated research objective, the survey data were collected from 223 small investors from brokerage houses in Dhaka and estimated using regression analysis. Findings The results indicate that learning from parents, discussion with parents about financial issues and father’s education have the strongest impact on financial outcomes (i.e. financial wealth holding, portfolio value, investment strategy, technical indicator, past perceived and expected portfolio performance) and psychological biases (i.e. herding, risk tolerance and better-than-average). Furthermore, spouse’s education, parental income, marital status and family size explain financial outcomes and psychological biases, but to a lesser extent. Practical implications The implications have been discussed for small investors and the family’s role in resulting positive financial outcomes and avoid biases. Originality/value This is the first study to take into account a set of family background variables influencing various financial outcomes and psychological biases in the context of Bangladesh.

Deep learning-based investment strategy: technical indicator clustering and residual blocks

2021 ◽  
Author(s):  
Anuar Maratkhan ◽  
Ibrakhim Ilyassov ◽  
Madiyar Aitzhanov ◽  
M. Fatih Demirci ◽  
A. Murat Ozbayoglu
Keyword(s):  
Deep Learning ◽  
Investment Strategy ◽  
Technical Indicator

Analisis Penerapan Trading Strategy dan Investment Strategy Terhadap Saham yang Tergabung Dalam Indeks LQ 45

2018 ◽  
Vol 10 (1) ◽  
pp. 01-15
Author(s):  
Timothy Wilson ◽  
Florentina Kurniasari
Keyword(s):  
Stock Price ◽  
Stock Return ◽  
Sampling Method ◽  
Secondary Data ◽  
Investment Strategy ◽  
Trading Strategy ◽  
Descriptive Research ◽  
Technical Indicator ◽  
Opening And Closing ◽  
Selling Decisions

ABSTRACT The aim of this research is to determine the performance of Trading and Investment Strategy in buying and selling decisions for shares listed in the LQ45 index consistently for period of January 1st 2015 – December 31st, 2017. There are 32 companies selected as sample using purposive sampling method. The research using secondary data which had taken from the stock price in opening and closing market. As a quantitive descriptive research, this research is also analyzed the stock that reached highest and lowest price in the market during that period. The result of this research shows that Investment strategy is the best strategy to produce higher return than Trading strategy, in which UNVR is the best performer. Keywords:  Stock Return, Technical Indicator, Investment, Trading, MACD

A Study on Investment Strategy Using Volume and Range Volatility Information

2018 ◽  
Vol 38 (4) ◽  
pp. 53-75
Author(s):  
정대성 ◽  
박종해
Keyword(s):  
Investment Strategy
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