Temporal optimisation of signals emitted automatically by securities exchange indicators

Temporal optimisation of signals emitted automatically by securities exchange indicators

Stock exchange indicators deliver buy/sell signals that enable analysts to improve the results of a strategy based strictly on fundamental analysis. Nonetheless, since the automatic implementation of signals as they appear may not yield optimal returns, the present paper analysed the suitability of...

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Bibliographic Details
Main Authors: Rodrigo Martín García, Enrique Ventura Pérez, Raquel Arguedas Sanz
Format: Article
Language:English
Published: Universidad del País Vasco (UPV/EHU) 2020-11-01
Series:Management Letters/Cuadernos de Gestión
Subjects:
technical analysis
trading strategy
stock market
optimal lags
rsi
ema
análisis técnico
estrategia de trading
bolsa de valores
retardos óptimos
cruce ema
Online Access:http://www.ehu.eus/cuadernosdegestion/revista/en/published-issues/articulo?year=2020&vol=20&num=3&o=6

Internet

http://www.ehu.eus/cuadernosdegestion/revista/en/published-issues/articulo?year=2020&vol=20&num=3&o=6

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