Empirical Analysis of Sales Strategies Exemplified by the New York Stock Exchange in 1999-2014

Sadykov I...1
1 Lomonosov MSU

Статья в журнале

Global Markets and Financial Engineering ()

Цитировать:
Sadykov I... Empirical Analysis of Sales Strategies Exemplified by the New York Stock Exchange in 1999-2014 // Global Markets and Financial Engineering. – 2015. – Том . – № . – doi: 10.18334/gmfe.2.3.2059.

Аннотация:
This study reviews options for the empirical analysis of sales strategies based upon methods of technical analysis that use both wide-spread indicators (such as moving average options, MACD, DMI, ADX, envelops and feed) and the special technique for analysis of trend reversal span. This approach has allowed to perform the cluster analysis of invariants that show signals of the possible trend reversal. The uniqueness of the research consists, first of all, in its scope. The analysis included all the shares traded on the exchange at the studied period. At the second, it is multivariance of calculations based on the analysis of dynamic features of points preceding and following trend reversal. The results of calculation experiments showed that during the studied period the market underwent uncontrollable fluctuations that did not allowed to identify sustainable trend reversal patterns in the dynamics of shares that would be the basis of the successful sales strategy.

Ключевые слова: sales strategies, technical analysis, indicators, exchange, price changes, shares, trend reversal patterns

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