Since 2014
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Global Markets and Financial Engineering
View Archive Info| Field | Value | |
| Title |
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Empirical Analysis of Sales Strategies Exemplified by the New York Stock Exchange in 1999-2014 |
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| Creator |
Sadykov I...; Lomonosov MSU
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| Subject |
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sales strategies; technical analysis; indicators; exchange; price changes; shares; trend reversal patterns |
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| Description |
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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. |
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| Publisher |
Creative Economy Publishers LLC
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| Contributor |
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| Date |
2015-11-17
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Отрецензированная статья |
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| Identifier |
http://journals.creativeconomy.ru/index.php/gmfe/article/view/2059
10.18334/gmfe.2.3.2059 |
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| Source |
Global Markets and Financial Engineering; Том 2, № 3 (2015)
Global Markets and Financial Engineering; Том 2, № 3 (2015) 2412-978X 10.18334/gmfe.2.3 |
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| Language |
en
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| Rights |
© авторы / Creative Economy Publishers, 2015
http://creativecommons.org/licenses/by-nc-nd/4.0 |
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