Compare Buy and Hold Strategy with Technical Indicators Strategy on Index Trading with Empirical Studies
نویسندگان
چکیده
منابع مشابه
Performance Evaluation of the Technical Analysis Indicators in Comparison whit the Buy and Hold Strategy in Tehran Stock Exchange Indices
Technical analysis is one of the financial market analysis tools. Technical analysis is a method of anticipating prices and markets through studying historical market data. Based on the factors studied in this type of analysis, indicators are designed and presented to facilitate decision-making on buy and sell stress and then buy and sell action in financial markets. This research evaluates per...
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Genetic programming (GP) is increasingly popular as a research tool for applications in finance and economics. One thread in this area is the use of GP to discover effective technical trading rules. In a seminal article, Allen & Karjalainen (1999) used GP to find rules that were profitable, but were nevertheless outperformed by the simple “buy and hold” trading strategy. Many succeeding attempt...
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ژورنال
عنوان ژورنال: JOURNAL OF INTERNATIONAL BUSINESS AND ECONOMICS
سال: 2019
ISSN: 2374-2208,2374-2194
DOI: 10.15640/jibe.v7n2a16