淡江大學機構典藏:Item 987654321/117055
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    題名: Does Data Frequency Matter for Trading Signals Emitted by Various Technical Trading Rules?
    作者: Ni, Yensen;Day, Min-Yuh;Huang, Paoyu
    關鍵詞: Data Frequency;Overreaction;Investment Strategies;Technical Analysis;Trading Signals
    日期: 2019-04
    上傳時間: 2019-09-19 12:10:55 (UTC+8)
    出版者: PACIFIC INST MANAGEMENT
    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.
    關聯: Pacific Business Review International 11(10), p.7-17
    顯示於類別:[資訊管理學系暨研究所] 期刊論文

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