教師資料查詢 | 類別: 期刊論文 | 教師: 戴敏育 Min-Yuh Day (瀏覽個人網頁)

標題:Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules?
學年107
學期2
出版(發表)日期2019/04/01
作品名稱Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules?
作品名稱(其他語言)
著者Yensen Ni; Min-Yuh Day; Paoyu Huang
單位
出版者
著錄名稱、卷期、頁數Pacific Business Review International, Volume 10, Issue 10, pp. 7-17
摘要Apart from the moving average (MA) trading rule that is widely applied by market participants, technical analysis indicators, such as relative strength indicator (RSI) and stochastic oscillator indicator (SOI), are used in trading stocks. In this study, we investigate whether data frequency yields different results for trading signals triggered by RSI, SOI, and MA. We reveal that the use of weekly data rather than daily data improves performance regardless of the utilized RSI, SOI, and MA technical trading rules. This result indicates that data frequency is important for technical analysis. The use of long positions is preferred when overshooting signals triggered by RSI and SOI and trading signals, including golden and death crosses based on MA.
關鍵字Data Frequency;Overreaction;Investment Strategies;Technical Analysis;Trading Signals
語言英文
ISSN0974-438X
期刊性質國外
收錄於ESCI;
產學合作
通訊作者
審稿制度
國別印度
公開徵稿
出版型式,電子版
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