Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules.
We investigate whether using various VMA trading rules would improve investment performance due to the flexibility of VMA trading rules and the aid of Heatmap Visualization. Previously, investors frequently chose the best performance derived from limited VMA trading rules. However, our new design, w...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2023-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0284918 |
| _version_ | 1797818589548380160 |
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| author | Yuhsin Chen Paoyu Huang Min-Yuh Day Yensen Ni Mei-Chu Liang |
| author_facet | Yuhsin Chen Paoyu Huang Min-Yuh Day Yensen Ni Mei-Chu Liang |
| author_sort | Yuhsin Chen |
| collection | DOAJ |
| description | We investigate whether using various VMA trading rules would improve investment performance due to the flexibility of VMA trading rules and the aid of Heatmap Visualization. Previously, investors frequently chose the best performance derived from limited VMA trading rules. However, our new design, which can display all results using Heatmap Visualization, shows that the NASDAQ100 index outperforms the DJ30 index and that weekly data outperforms daily data when measured by annualized return. These findings may be useful to those who trade index ETFs tracking the DJ30 and NASDAQ100 indices, as well as investors making investment decisions, and may contribute to the existing literature by evaluating the outcomes of VMA trading rules and providing insights for index ETF investors using a heatmap matrix, which is rarely explored and presented in the relevant literature. |
| first_indexed | 2024-03-13T09:10:14Z |
| format | Article |
| id | doaj.art-bb658619b2264e008b034459f236b99c |
| institution | Directory Open Access Journal |
| issn | 1932-6203 |
| language | English |
| last_indexed | 2024-03-13T09:10:14Z |
| publishDate | 2023-01-01 |
| publisher | Public Library of Science (PLoS) |
| record_format | Article |
| series | PLoS ONE |
| spelling | doaj.art-bb658619b2264e008b034459f236b99c2023-05-27T05:31:26ZengPublic Library of Science (PLoS)PLoS ONE1932-62032023-01-01185e028491810.1371/journal.pone.0284918Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules.Yuhsin ChenPaoyu HuangMin-Yuh DayYensen NiMei-Chu LiangWe investigate whether using various VMA trading rules would improve investment performance due to the flexibility of VMA trading rules and the aid of Heatmap Visualization. Previously, investors frequently chose the best performance derived from limited VMA trading rules. However, our new design, which can display all results using Heatmap Visualization, shows that the NASDAQ100 index outperforms the DJ30 index and that weekly data outperforms daily data when measured by annualized return. These findings may be useful to those who trade index ETFs tracking the DJ30 and NASDAQ100 indices, as well as investors making investment decisions, and may contribute to the existing literature by evaluating the outcomes of VMA trading rules and providing insights for index ETF investors using a heatmap matrix, which is rarely explored and presented in the relevant literature.https://doi.org/10.1371/journal.pone.0284918 |
| spellingShingle | Yuhsin Chen Paoyu Huang Min-Yuh Day Yensen Ni Mei-Chu Liang Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. PLoS ONE |
| title | Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. |
| title_full | Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. |
| title_fullStr | Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. |
| title_full_unstemmed | Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. |
| title_short | Using Heatmap Visualization to assess the performance of the DJ30 and NASDAQ100 Indices under diverse VMA trading rules. |
| title_sort | using heatmap visualization to assess the performance of the dj30 and nasdaq100 indices under diverse vma trading rules |
| url | https://doi.org/10.1371/journal.pone.0284918 |
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