Technical analysis : effectiveness of technical analysis.
In the paper titled “How rewarding is technical analysis? Evidence from Singapore stock market” [Wong et al., 2003], the authors concluded that Technical Analysis, specifically Moving Average and Relative Strength Index generated profitable trades on the Singapore Exchange over a time period of 21 y...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10542 |
| _version_ | 1811688485922275328 |
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| author | Lau, Kee Wee. Soen, Chin Chun. Woo, Kelly Yung Hong. |
| author2 | Cheang, Gerald Hock Lye |
| author_facet | Cheang, Gerald Hock Lye Lau, Kee Wee. Soen, Chin Chun. Woo, Kelly Yung Hong. |
| author_sort | Lau, Kee Wee. |
| collection | NTU |
| description | In the paper titled “How rewarding is technical analysis? Evidence from Singapore stock market” [Wong et al., 2003], the authors concluded that Technical Analysis, specifically Moving Average and Relative Strength Index generated profitable trades on the Singapore Exchange over a time period of 21 years. Hence, we wish to verify their results over a different time frame. While our report is not an exact comparison due to the many changes in the Straits Times Index (STI), we aim to replicate their study and see if their methods can generate profits in a different time period.
Furthermore, we wish to affirm the importance of time as a factor with another market. Thus, we have selected the Hang Seng Index (HSI), as it is a similar Asian value-weighted index which has close geographical proximity with the STI.
Therefore, our applied research project aims to ascertain the feasibility of the same Technical Analysis methods as those applied in [Wong et al., 2003]. Furthermore, we wish to investigate the effect of time as a factor in Technical Analysis. |
| first_indexed | 2024-10-01T05:32:58Z |
| format | Final Year Project (FYP) |
| id | ntu-10356/10542 |
| institution | Nanyang Technological University |
| last_indexed | 2024-10-01T05:32:58Z |
| publishDate | 2008 |
| record_format | dspace |
| spelling | ntu-10356/105422023-05-19T05:41:38Z Technical analysis : effectiveness of technical analysis. Lau, Kee Wee. Soen, Chin Chun. Woo, Kelly Yung Hong. Cheang, Gerald Hock Lye Nanyang Business School DRNTU::Business::Finance::Stock exchanges In the paper titled “How rewarding is technical analysis? Evidence from Singapore stock market” [Wong et al., 2003], the authors concluded that Technical Analysis, specifically Moving Average and Relative Strength Index generated profitable trades on the Singapore Exchange over a time period of 21 years. Hence, we wish to verify their results over a different time frame. While our report is not an exact comparison due to the many changes in the Straits Times Index (STI), we aim to replicate their study and see if their methods can generate profits in a different time period. Furthermore, we wish to affirm the importance of time as a factor with another market. Thus, we have selected the Hang Seng Index (HSI), as it is a similar Asian value-weighted index which has close geographical proximity with the STI. Therefore, our applied research project aims to ascertain the feasibility of the same Technical Analysis methods as those applied in [Wong et al., 2003]. Furthermore, we wish to investigate the effect of time as a factor in Technical Analysis. 2008-09-24T07:44:46Z 2008-09-24T07:44:46Z 2008 2008 Final Year Project (FYP) http://hdl.handle.net/10356/10542 Nanyang Technological University application/pdf |
| spellingShingle | DRNTU::Business::Finance::Stock exchanges Lau, Kee Wee. Soen, Chin Chun. Woo, Kelly Yung Hong. Technical analysis : effectiveness of technical analysis. |
| title | Technical analysis : effectiveness of technical analysis. |
| title_full | Technical analysis : effectiveness of technical analysis. |
| title_fullStr | Technical analysis : effectiveness of technical analysis. |
| title_full_unstemmed | Technical analysis : effectiveness of technical analysis. |
| title_short | Technical analysis : effectiveness of technical analysis. |
| title_sort | technical analysis effectiveness of technical analysis |
| topic | DRNTU::Business::Finance::Stock exchanges |
| url | http://hdl.handle.net/10356/10542 |
| work_keys_str_mv | AT laukeewee technicalanalysiseffectivenessoftechnicalanalysis AT soenchinchun technicalanalysiseffectivenessoftechnicalanalysis AT wookellyyunghong technicalanalysiseffectivenessoftechnicalanalysis |