I will test the simple moving average and time-series momentum strategies on precious metal's, some well known equity indices and on currencies as well when i talk about commoditites in this paper, i'm refering to gold, silver, platinum and palladium the main question in this thesis: is it possible to use technical analysis. Abstract the aim of this thesis is to evaluate the effectiveness of technical analytic indicators in the fixed income markets technical analysis is a widely used methodology by investors in the equity and foreign exchange markets, but the empirical evidence on the profltability of technical trading systems in. The thesis investigates the reliability of technical analysis for forecasting the accurate price and trend direction in the forex market the analysis was carried out for a period of two months due to existence of high fluctuations with exchange rates, investors choose technical analysis in order to minimize the risk associated. Famous and popular methods which is technical analysis the aim of this study is to investigate the power of technical analysis for forecasting the market trend and future price in forex market in order to achieve this result, the thesis analyzes the four most trading currency pairs in forex market during november of 2013. This master thesis is brought to you for free and open access by the dissertations and theses at institutional knowledge at singapore management university it has been accepted for inclusion in dissertations and theses collection (open access) by an authorized administrator of institutional knowledge at singapore.
The purpose of this thesis paper was to investigate the value of technical analysis in the investment decision-making process through a comparison of profitability between technical analysis systems and a passive buy-and-hold strategy our empirical testing utilizes a set of 10 popular technical trading. The technical analysis method of moving average trading: rules that reduce the number of losing trades marcus c toms a thesis submitted for the degree of doctor of philosophy department of electrical, electronic and computer engineering newcastle university august 2011. In this thesis, a stock price prediction model will be created using concepts and techniques in technical analysis and machine learning the resulting prediction model should be employed as an artificial trader that can be used to select stocks to trade on any given stock exchange the performance of the model will be.
Have precise rules ghobadi (2014) in his thesis about “profitability of technical analysis strategy to earn abnormal returns in tehran stock exchange” as a week form of market efficiency and report abnormal returns using technical trading strategy in the tehran stock exchange between 2008 to 2013 by statistical tests. Based on technical analysis a thesis submitted on 16 th of june, 2011 to the department of information systems of the school of computer & information sciences of regis university in partial fulfillment of the requirements of master of science in. The validity of technical analysis for the swedish stock exchange evidence from random walk tests and back testing analysis master thesis in economics author: dan gustafsson tutor: per-olof bjuggren louise nordström jönköping may 2012.
Automated stock trading and portfolio optimization using xcs trader and technical analysis anil chauhan [email protected] master of science artificial intelligence school of i declare that this thesis was composed by me, that the work contained herein is my own except where explicitly stated otherwise in. In recent times, the technical analysis has become faster and more powerful because of computer- aided calculations and visualizations the challenge was to take this financial engineering one step further and make it intelligent and automating stock price forecasting in this master's thesis, machine learning is applied to. Validation of technical analysis – crack outright case iii acknowledgments the outcome of this thesis is the result of the enormous passion that i have for the financial markets, particularly the trading world despite of that, the realization of this thesis would not have been possible without the contribution of all the people.
Fundamental and technical analysis of financial markets phd thesis balázs torma supervisor: lászló gerencsér, dsc faculty of informatics eötvös loránd university (elte ik) doctoral school in informatics foundations and methods in informatics phd program chairman: prof jános demetrovics, member of mta. Fundamental analysis, behavioral finance and technical analysis on the stock market - theoretical concepts and their practical synthesis capabilities - timo schlichting - diploma thesis - business economics - investment and finance - publish your bachelor's or master's thesis, dissertation, term paper or essay.