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Dissertations / Theses on the topic 'Technical analysis (Investment analysis)'

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1

Aldossary, Fahad. "Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity." Thesis, University of Sussex, 2018. http://sro.sussex.ac.uk/id/eprint/76492/.

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In this thesis, I develop a valuation model to price convertible bonds with call provision. Convertible bonds are hybrid instruments that possess both equity and debt characteristics. The purpose of this study is to build a pricing model for convertible and callable bonds and to compare the mathematical results of the model with real world market performance. I construct a two-factor valuation model, in which both the interest rate and the stock price are stochastic. I derive the partial differential equation of two stochastic variables and state the final and boundary conditions of the conver
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Davidsson, Marcus. "Wall Street Voodoo Economics : Investment Strategy Backtesting." Thesis, Jönköping University, JIBS, Economics, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-631.

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<p>From efficient market theory we know that there is no such a thing as a free lunch. If you want higher returns then you also have to take on higher risk. The critical question technical analysis has to answer therefore becomes, does technical analysis (TA) provide an investor with an edge in the stock market? To answer this question empirically data was investigated for the Standard and Poor’s-500 Index for a twenty years time period from 1986 to 2006.</p><p>Two different portfolios were constructed. The portfolios were named Hugin with a high time resolution a Munin with a lower time resol
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Loh, Elaine. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange /." Connect to this title, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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Chavarnakul, Thira. "The development of hybrid intelligent systems for technical analysis based equivolume charting." Diss., Rolla, Mo. : University of Missouri-Rolla, 2007. http://scholarsmine.umr.edu/thesis/pdf/Thira_Chavarnakul_Dissertation_2007_09007dcc803425db.pdf.

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Thesis (Ph. D.)--University of Missouri--Rolla, 2007.<br>Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed October 25, 2007) Includes bibliographical references.
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Ipperciel, David. "The performance of some new technical signals for investment timing." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk1/tape10/PQDD_0028/NQ50190.pdf.

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Loh, Elaine Y. L. "A comparative study of technical trading rules, time-series trading rules and combined technical and time-series trading strategies in the Australian Stock Exchange." University of Western Australia. Dept. of Economics, 2005. http://theses.library.uwa.edu.au/adt-WU2006.0001.

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[Truncated abstract] This thesis examines and compares the performance of three classes of stock trading strategies in the Australian stock market from 1980 to 2002. ... The first segment of this thesis examines some simple technical trading rules with a twostep methodology ... Our standard test results show that technical trading rules generate excess returns higher than that of the buy-and-hold portfolio equivalent prior to 1991, but generate lower returns in the period post-1991. Bootstrap test results also show that addressing nonnormality, time-dependence and conditional heteroskedasticit
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Latruffe, Laure. "Farm technical efficiency, credit and investment in a transition country : a microeconomic analysis in Poland." Paris 10, 2004. http://www.theses.fr/2004PA100091.

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Le premier mai 2004, la Pologne a fait son entrée dans l'Union Européenne après quinze ans de transition d'un régime communiste à une économie de marché. L'objectif de cette thèse était de connaître les raisons de la persistance de structures anciennes et obsolètes dans le secteur agricole. La productivité des exploitations agricoles polonaises a été g^enée par un manque de terres agricoles et un excès de capital et de main d'oeuvre. Les meilleures performances ont été réalisées par des agriculteurs jeunes et diplômés, endettés et avec des terres de qualité. Les imperfections sur le marché du
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Yam, Hon-chuen. "Statistical analysis of some technical trading rules in financial markets /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B17390138.

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9

Němec, Ondřej. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224439.

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The subject of my thesis is technical analysis - creation of an investment strategies. The theoretical part describes the theoretical background relating to technical analysis and indicators. The practical part map the current situation in the environment of investing in forex - comparing brokers, choice of platform, etc. The solution contains a description of the investment strategies that have been programmed in Meta Quotes Language 4 and tested and optimized using genetic algorithms in platform MetaTrader 4. In my thesis is also calculated the interdependence of investment strategies.
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Gross, Peter. "Can a technical analysis-based trading strategy outperform a naive buy-hold strategy." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/8326.

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Thesis (MBA)--Stellenbosch University, 2008.<br>ENGLISH ABSTRACT: Empirical research is done to determine whether trading strategies based on technical analysis can outperform a naive buy-and-hold strategy. A study is made of classical and contemporary academic literature. The central investigation is threefold. Firstly, the degree of randomness of a chosen basket of securities is determined vis-a-vis the Random Walk Hypothesis. Secondly, the effectiveness of stop loss orders is assessed. Lastly, a collection of chosen trading strategies is back-tested on security data ranging over 20 yea
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任漢全 and Hon-chuen Yam. "Statistical analysis of some technical trading rules in financial markets." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31213819.

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Bibas, Ruben. "Methodological, technical and macroeconomic insights on the climate and energy transition : forward-looking analysis, technologies and investment." Thesis, Paris Est, 2015. http://www.theses.fr/2015PESC1076.

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Cette thèse propose des apports méthodologiques, techniques et macroéconomiques sur la transition énergétique pour atténuer les changements climatiques. La première partie apporte un éclairage théorique sur modèles empiriques du système énergie-économie-environnement. Ces modèles présentent des incertitudes autour des valeurs de paramètres, des mécanismes structurels et de la pertinence des échelles du modèle. L'étude du rôle de l'analyse prospective et de ses outils montre un traitement insuffisant de l'incertitude structurelle contenue dans les modèles. Par conséquent, nous étudions en profo
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Hasanhodzic, Jasmina 1979. "Investments unwrapped : demystifying and automating technical analysis and hedge-fund strategies." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/38677.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 2007.<br>Includes bibliographical references (p. 563-570).<br>In this thesis we use nonlinear and linear estimation techniques to model two common investment strategies: hedge funds and technical analysis. Our models provide transparent and low-cost alternatives to these two nontransparent, and in some cases prohibitively costly, financial approaches. In the case of hedge funds, we estimate linear factor models to create passive replicating portfolios of common exchange-traded instrume
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Dvořák, Michal. "Využití technické analýzy při investičním rozhodování." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-11160.

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Diploma thesis focuses on the description of the financial market and its importance in the economy and examines the various approaches and methods of analysis of investment instruments and the nature of investing at all. The main part is devoted to tools of the technical analysis of shares and financial derivatives and their practical use in deciding on investment in financial markets. The most important part of this work is the follow-up evaluation of the effectiveness of investments.
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Radošinský, Martin. "Využití analýz pro intradenní obchodování na mezinárodním měnovém trhu." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-241469.

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The main aim of this diploma thesis is to analyze the options of trading Forex by combining fundamental and technical analysis in connection to intraday trading. One of the goals is to identify pros and cons of these analysis. Based on the gained information, design trading portfolio consisting of different strategies. Each strategy will be programmed as automated trading system and optimized and tested on historical price data.
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O'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.

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This research questions whether technical trading rules can help predict stock price movements for a sample of stocks selected from four equity markets from the Asia-Pacific region: Australia, Malaysia, Hong Kong and Thailand for the period 1989-2008. The research is split into two stages. Stage-1 of the research tests the predictability of technical trading rules against a buyand- hold strategy. The variable moving average (VMA), fixed moving average (FMA) and the trading range break (TRB) trading rules are applied to this research. Economic predictability of these rules is examined by compar
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Kymantas, Ignas. "Optimalaus akcijų portfelio formavimas ir įvertinimas OMXV vertybinių popierių rinkoje." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100907_095256-71310.

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Bakalauro baigiamajame darbe nagrinėjama optimalaus akcijų portfelio sudarymo problema OMXV rinkoje. Teorinėje darbo dalyje analizuojami portfelio sudarymo teoriniai ypatumai, nagrinėjamos fundamentaliosios ir techninės analizių derinimo galimybės, moderniųjų portfelio teorijų taikymo principai. Praktinėje dalyje atliekama fundamentali šalies, atskirų ekonomikos sektorių ir įmonių finansinė veiklos analizė. Siekiant nustatyti atrinktų akcijų kainų kitimo perspektyvas atliekama techninė akcijų kainų grafikų analizė. Techninės ir fundamentaliosios analizių sintezės pagalba taip pat įvertinus akc
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Daňhel, Marek. "Hodnocení investičního záměru." Master's thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2012. http://www.nusl.cz/ntk/nusl-230352.

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The project elaborated within the follow-up master´ s study programme of the M-STM Manufacturing Technology and Management in Industry branch presents an evaluation of a company investment project and recommendations whether to realize the intended investment. The diploma work sets forth an overview of theories in the field of company investment activities, company analysis, details of the investment project and its evaluation. Technical economic analysis of a part fabrication with utilization of new machine equipment, together with conclusions related to the proposed technology, form a part o
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Zach, Jiří. "Obchodování s akciovými CFD kontrakty." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224713.

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The aim of this thesis is to design an investment strategy focused on tool called CFD. The first theoretical part contains basic information about financial derivates and explains basic principles of trading on stock market with contracts for difference. Chapter of the investment analysis explains the methods and rules used in trading. The practical part presents the results of my trading CFDs and evaluated my proposed strategy along with the benefits of work.
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Ezran, Ayelet. "A technical analysis framework for prioritizing investments in transportation control measures in the Boston region." Thesis, Massachusetts Institute of Technology, 1996. http://hdl.handle.net/1721.1/40999.

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Mockus, Dovydas. "Investavimo strategijų Forex rinkoje formavimas ir vertinimas taikant techninę analizę." Bachelor's thesis, Lithuanian Academic Libraries Network (LABT), 2013. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2013~D_20130626_102750-46572.

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Šiame baigiamajame bakalauro darbe tiriamas strategijų, paremtų technine analize, taikymas prekyboje Forex rinkoje. Pirmiausia teorinėje dalyje nagrinėjama pasaulinės valiutų rinkos sistema, aptariami privataus asmens dalyvavimo šioje rinkoje aspektai. Po to atskleidžiama techninės analizės specifika, pateikiant jos sampratą, pagrindines priemones bei teorinius, techninės analizės pagrindu sudarytos, strategijos formavimo principus. Praktinėje dalyje vertinamos, pagal teorinėje dalyje atskleistus principus, sudarytų strategijų efektyvumas Forex rinkoje analizuojant istorinius duomenis. Atlieka
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Hallett, Austin P. "Finding Profitability of Technical Trading Rules in Emerging Market Exchange Traded Funds." Scholarship @ Claremont, 2012. http://scholarship.claremont.edu/cmc_theses/375.

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This thesis further investigates the effectiveness of 15 variable moving average strategies that mimic the trading rules used in the study by Brock, Lakonishok, and LeBaron (1992). Instead of applying these strategies to developed markets, unique characteristics of emerging markets offer opportunity to investors that warrant further research. Before transaction costs, all 15 variable moving average strategies outperform the naïve benchmark strategy of buying and holding different emerging market ETF's over the volatile period of 858 trading days. However, the variable moving averages perform p
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Kliment, Vojtěch. "Automatický obchodní systém pro komoditní trhy." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224902.

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This master’s thesis primary deals with a design and a development of own automated trading system which is specialized for commodity markets, especially corn, soybean, wheat and slightly for gold. You can find theoretical basics of technical analysis here, then technical indicators, risk management and trading systems themselves. System is completely designed and programmed in MetaTrader trading platform with using programming language MQL and genetic algorithms. The output of this thesis is portfolio containing six trading strategies which achieved totally 42,4 % increase in three months at
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Greve, Gustavo. "Ecodesign em processos : (re)utilização de efluentes do processo de tingimento de ágata para coloração artificial do basalto carijó." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2013. http://hdl.handle.net/10183/101216.

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O presente trabalho buscou verificar aspectos relacionados ao (re)aproveitamento e agregação de valor, analisando a viabilidade técnica e de investimento em processos de coloração artificial do “basalto carijó” (riodacito) utilizando efluentes dos processos de tingimento inorgânico vermelho de ágata. Para isto foram inicialmente buscadas e descritas informações acerca das cadeias produtivas da ágata e do basalto e processos de beneficiamento destas, bem como de processos de impregnação industrialmente utilizados. A partir das informações obtidas foi iniciado o ciclo de ensaios e análises, divi
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Roberts, Harry Hutchinson. "Comparison of the profitability of a number of technical trading systems on the ALSI futures contract." Thesis, Stellenbosch : University of Stellenbosch, 2009. http://hdl.handle.net/10019.1/920.

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Thesis (MBA (Business Management))--University of Stellenbosch, 2009.<br>ENGLISH ABSTRACT: The purpose of this report is to investigate whether the returns of five different trading systems applied is able to outperform the return of a Buy & Hold (B&H) strategy when applied to the Johannesburg Stock Exchange/Financial Times Stock Exchange (JSE/FTSE) Top 40 Index future contract (ALSI). The study starts with an overview of theoretical and empirical studies regarding technical trading systems as well as the application of these technical trading systems in various strategy formats. Five commo
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Krňávek, Jan. "Investiční modely v prostředí finančních trhů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-319226.

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The thesis deals with the optimization of the selected investment portfolio. Solver suggests automated investment model that will use advanced algorithms based on artificial intelligence and principles of technical analysis. Optimization of parameters and verifying the performance of the investment model is realized on historical market data. The result of this thesis is optimized investment model with an emphasis on maximizing profits and stability. The thesis is realized in an environment Python programming language and freely available analytical libraries.
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Novák, Tomáš. "Optimalizace investičních strategií pomocí genetických algoritmů." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2015. http://www.nusl.cz/ntk/nusl-224983.

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This thesis is focused on the design and optimization of automated trading system, which will be traded in FOREX. The aim is to create a business strategy that is relatively safe, stable and profitable. Optimization and testing on historical data are a prerequisite for the deployment into real trading.
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Penteado, Marco Antonio de Barros. "Uma avaliação estatística da análise gráfica no mercado de ações brasileiro à luz da teoria dos mercados eficientes e das finanças comportamentais." Universidade de São Paulo, 2003. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-03032009-103053/.

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Partindo dos conceitos estabelecidos pela Hipótese dos Mercados Eficientes (HME), a qual questiona a validade da Análise Gráfica, e considerando as críticas feitas à HME pelos defensores das assim chamadas Finanças Comportamentais, e outros, este estudo procurou detectar a existência de uma relação entre os sinais gráficos observados no dia-a-dia do mercado de ações brasileiro e as tendências que lhes sucedem, durante um período de 8 anos, para um número de papéis. Os resultados obtidos neste trabalho evidenciam a existência de tal relação, sugerindo a validade da utilização da Análise Gráfica
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Vaňková, Markéta. "Finanční analýza Hasičské vzájemné pojišťovny." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-18816.

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The subject of the diploma thesis is financial analysis of Fire Mutual Insurance Company from the year 2004 to 2008. The thesis consists of two parts- theoretical part and practical part. The theoretical part describes acceptable methods of financial analysis of commercial insurance company. On the basis of specific activities of insurance companies are selected the typical indicators for insurance company. The practical part of the thesis is focused on the application of selected methods of financial analysis for the Fire Mutual Insurance Company.
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Novotný, Adam. "Technická analýza." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2017. http://www.nusl.cz/ntk/nusl-318619.

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Master thesis mainly focuses on the use of technical analysis for testing stocks of chosen companies. The theoretical part describes background papers necessary for using technical analysis and for creating diversified portfolio. The analytical part describes the selection of several automobile manufacturers from NASDAQ stock market, which will be examined in the following part by several methods of technical analysis. The last part of this thesis is also dedicated to application created for necessary calculations in Matlab and to portfolio composed of investment funds by Erste Bank.
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Goumatianos, Nikitas. "Improving government's retirement plan investments by using mining tools for discovery of price patterns and combining methods of fundamental and technical analysis." Thesis, Monterey, Calif. : Naval Postgraduate School, 2008. http://handle.dtic.mil/100.2/ADA483662.

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Thesis (M.B.A.)--Naval Postgraduate School, June 2008.<br>Thesis Advisor(s): Airola, James. "June 2008." Description based on title screen as viewed on August 22, 2008. Includes bibliographical references (p. 101). Also available in print.
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Burša, Petr. "Termínové obchodování komodit z pozice retailového tradera." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2018. http://www.nusl.cz/ntk/nusl-377993.

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The goal of this thesis “Futures trading of commodities as a retail trader” is creation of investment suggestion, based on analysis of possibilities, markets and factors influencing the price. In the first part are defined basic terms and information for better orientation on the futures commodity market. In the next part are analysis of the major commodity markets, groups of commodities and detailed analysis of interest commodities – gold and silver. The last third part of the thesis engage in creation of strategy for trading of commodity futures on gold and silver, which is the basic element
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Idoeta, André Ricardo Adamo. "Aplicação da análise gráfica no mercado de opções." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-09112009-100835/.

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A versatilidade do mercado de opções o torna atrativo para diversos perfis de investidores. Especuladores e hedgers dispõem de uma grande variedade de estratégias e conseguem modelar uma relação risco-retorno apropriada para o seu perfil de investimento. Operar nesse mercado, no entanto, exige do investidor muito cuidado em suas análises, já que uma operação malsucedida pode ter um efeito muito mais desastroso do que no mercado à vista. Surge, então, o interesse no uso da Análise Gráfica, como uma poderosa ferramenta de reconhecimento de tendências, para a identificação de melhores oportunidad
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Babič, Vojtěch. "Návrh automatického obchodního systému na devizových trzích s využitím fraktální geometrie." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-254205.

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The main focus of the thesis are approaches to technical analysis, trading systems and it summarizes interesting findings, according to which a FOREX automated trading system was designed and implemented. Optimization and testing were a prerequisite for a real-world deployment, so the automated trading system was tested on historical data and some of its input parameters were optimized for maximum stability and profit.
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Barva, David. "Investiční modely v prostředí finančních trhů." Master's thesis, Vysoké učení technické v Brně. Ústav soudního inženýrství, 2015. http://www.nusl.cz/ntk/nusl-233137.

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This master thesis evaluates about investing in the currency market, commonly known as Forex. The master thesis is primarily deal with proposal of automated trading system for trading in major currency pairs using breakout strategies. These strategies creation is based on market analysis, volatility, correlation and analysis revealing patterns of time during the trading day. In practical part is formed diversified investment portfolio composed of five investment profitable strategies, which were used during four-month testing period on unknown market data.
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Bujnošková, Iva. "Ekonomická analýza vybraných zastavitelných ploch na území města." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2016. http://www.nusl.cz/ntk/nusl-240011.

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This thesis aims to create a tool for evaluation of suitability to invest into a preparation of a specific area for family houses construction. This investment includes costs for land buy-outs as well as costs for public and technical infrastructures. The theoretical part of this thesis begins with types and properties of investment projects, lify cycle of a project and its financial sources. Following chapter concentrates on description of multicriteria analysis that is used for decision making process of an investing company. Its advantage is that it includes into its computation also non-ec
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Nejedlý, David. "Ziskový potenciál mezinárodních akciových trhů s ohledem na rizika." Master's thesis, Vysoká škola ekonomická v Praze, 2014. http://www.nusl.cz/ntk/nusl-192524.

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This diploma thesis is engaging in investing on international stock markets and the main objective was to analyze the profit potential with consideration of possible risks. At first I have characterized international stock market and the theory of effective markets. In the second chapter I was focusing on methods that are used for stock valuations. The third chapter is comparing particular investment strategies that proved to be profitable in a long term. The secondary objective of my diploma thesis was recognition of investment risks, thus the fourth chapter is engaging in market and exchange
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Budaeva, Larisa. "Hodnocení investičního projektu na území Ruské federace z pohledu zahraničního investora." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-76258.

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The aim of the thesis is to evaluate an investment project in the Russian Federation from the foreign investor's perspective. The project feasibility study was developed as the first step in a decision making process of execution an international investment project, which includes ambient conditions and market analysis. The plan of cash flow was compiled in compliance of Russian tax system, and was considered as a base for project evaluation by using appropriate methods. For further assessment of possible risks of the project was used sensitivity analysis.
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Ghebrehiwet, Mikael. "Contracts for Difference : A measure of risk management and strategic awareness." Thesis, Stockholms universitet, Företagsekonomiska institutionen, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-63560.

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The introduction of contracts for difference, CFDs, in the Nordic market has meant a tremendous freedom for both large investors and small investors. CFDs, like many other financial derivatives, allow speculation on price movements in virtually all global markets with easy access to leverage, which is the same as borrowed capital. CFDs carry high risk and hence should only be used by qualified traders.  Swedish CFD providers have been criticized for mass marketing their services with lack of regard for the industry's sustainability. The legal requirements placed on CFD providers for customer'
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Зайцев, Олександр Васильович, Александр Васильевич Зайцев, Oleksandr Vasylovych Zaitsev, and М. Л. Назаренко. "Analysis Mechanisms of Financial Markets. Fundamental Analysis and Technical Analysis." Thesis, Sumy State University, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86030.

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Тези доповіді на конференції<br>Щоб дізнатися, що буде з валютою завтра, або, іншими словами, спрогнозувати її вартість на певний період часу в майбутньому, необхідно знати і розуміти основні методи аналізу валютних ринків. На даний момент основними і підтвердженими практичним використанням двома методами є фундаментальний аналіз і технічний аналіз.<br>Чтобы узнать, что будет с валютой завтра, или, другими словами, спрогнозировать ее стоимость на определенный период времени в будущем, необходимо знать и понимать основные методы анализа валютных рынков. На данный момент основными и подтвержденн
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Griffioen, Gerwin Alfred Wilhelm. "Technical analysis in financial markets." [Amsterdam : Amsterdam : Thela Thesis] ; Universiteit van Amsterdam [Host], 2003. http://dare.uva.nl/document/87469.

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Siqin, Liaw. "Technical analysis| An Asian perspective." Thesis, Singapore Management University (Singapore), 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=1548071.

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<p> Technical analysis, namely the moving average rule and the channel rule, is applied to the currency of an Asian managed floating exchange rate regime (USD/SGD) to see if opportunities for profitable trading exist. Instead of using only daily or monthly data, higher frequency time frames of 10, 15, 30 and 60 minutes are analyzed. Profitable strategies (if any) will be broken down and analyzed within smaller time frames to see if the profits are specifically in sample.</p>
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MIN-JU, LIAO, and 廖敏如. "Technical Analysis on Investment Performance of Mutual Funds." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/02914799264404727062.

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碩士<br>國立高雄應用科技大學<br>國際企業研究所<br>103<br>Mutual funds have become to one of the most important tool of investment in Taiwan, and inventors always keep finding ways to gain the best investment performance. This study selects 50 mutual funds which have more than 8 years of duration as research sample to analyze the earning ability of 7 technical indicators including KD, MA, MAMA, EMA, EMAEMA, DEMA and BBI. The empirical results are: 1. Each technical indicator along with different time period has no significant difference in cumulative return. 2. Although each technical indicator has no significant
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Chen, Ching-Hung, and 陳勁宏. "A Study on Investment Performance of Technical Analysis." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/74582463659857542884.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>100<br>This study investigates the investment performance for technical analysis. The data consist of daily stock prices of 541 companies in TWSE (Taiwan Stock Exchange Corporation) and TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) during the period from January 1, 2002 to December 31, 2011. The investment period is assumed to the sample period. We apply ten trading strategies of individual and combinative technical indicators including SMA, KD, RSI, and BIAS to the stock prices for each company. Then the returns are obtained in the investment
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CHEN, PEI-YU, and 陳沛語. "Technical Analysis on The Performance of Mutual Fund Investment." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/bcp49e.

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碩士<br>國立高雄應用科技大學<br>國際企業研究所<br>104<br>Mutual funds have become to one of the most important tool of investment in Taiwan, and inventors always keep finding ways to gain the best investment performance. This study selects 50 mutual funds which have more than 5 years of duration and the top 10 of the separated types rated as the top 100 of same type of volatility performance as research sample to analyze the earning ability of 4 technical indicators including MA, EMA, MACD, M3 Index. The empirical results are: Each technical indicator along with different time period has no significant differenc
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Kao, Yi, and 高毅. "Investment Analysis under the P S Y Bubble Detection Method and Technical Analysis." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/84407069666307974854.

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碩士<br>國立中興大學<br>財務金融學系所<br>105<br>In this study, the recursive regression method proposed by Peter C.B. Philips, Yangru Wu, and Junyu (2011) was used to analyze the stock price bubble and join the technical indicators to construct the investment strategy.In our research method, the price volatility of the stock is more likely to produce price bubbles, so for the 1998 to 2016 Taiwan listed cabinet company stock price fluctuations in the top 50 companies as a sample to the bubble detection method and technology Analysis of construction investment strategy.In the empirical results, this study us
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Lai, Ko-Yuan, and 賴科源. "Technical Efficiency Analysis of Post Implementation Investment in ERP Systems." Thesis, 2003. http://ndltd.ncl.edu.tw/handle/48470426027392525935.

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碩士<br>國立中央大學<br>企業管理研究所<br>91<br>i Abstract The management of information technology (IT) has become one of the key factors that managers need to address with great care especially in today’s global environment. Enterprises worldwide race to implement Enterprise Resource Planning (ERP) systems to streamline business processes and increase flexibility in the last 10 years (O’Leary, 2000). Usually, management may want to assess the business benefits or performances of ERP systems (Shang and Seddon, 2000). In this paper, we try to analysis the relationship of ERP continuous invest
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LIN, KUN-HUNG, and 林坤宏. "A Study of Investment Decisions Using the Indicators of Fundamental Analysis and Technical Analysis." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/13982036132360811512.

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碩士<br>中華大學<br>企業管理學系碩士班<br>101<br>Investment is defined as current assets or resources owned by people, which can bring them a sense of satisfaction, and to exchange their current assets or resources for more future benefits. In the process of investment, asset allocation determines the overall performance of a portfolio. Currently, stock investment is a major part of people’s asset allocation. There are two methods being applied by stock investors to evaluate the stock value and the stock market trend. These two methods are fundamental analysis and technical analysis. This study utilizes
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Málek, Petr. "Improving Investment Timing." Master's thesis, 2011. http://www.nusl.cz/ntk/nusl-298280.

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This masters thesis is based on study of technical analysis of financial markets, i.e. analysis of dependencies between past and present price data, especially when it comes to "supports" and "resistances" or historical price levels where price recently tended to stop and reverse. First of all, summary of the most relevant literature on technical analysis is presented, together with literature on psychology of investing, behavioral finance and market efficiency. Following that, theoretical arguments in favor of possible edge in trading of technical levels are introduced and possible objections
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Yu, Chia-Lin, and 游家林. "Stock investment analysis based on the range of technical indicators portfolio." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/88713635205410740692.

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碩士<br>國立高雄應用科技大學<br>資訊管理研究所碩士班<br>101<br>In recent years , Taiwan’s stock market has gone through various changes , many investors want get profits from this turbulent stock market , how to get these profits has become an issue to many scholars want to explore . Use the technical analysis as a transaction strategy is a tool used to invest by investors now . The basic concept of the technical analysis is use the past historical price and volume data to construct indicators to determine the trend in the future , and get excess returns . Therefore , this study build a Technical Analysis System to
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