Search results for "Stock price index"

showing 2 items of 2 documents

Market Timing with a Robust Moving Average

2015

In this paper we entertain a method of finding the most robust moving average weighting scheme to use for the purpose of timing the market. Robustness of a weighting scheme is defined its ability to generate sustainable performance under all possible market scenarios regardless of the size of the averaging window. The method is illustrated using the long-run historical data on the Standard and Poor's Composite stock price index. We find the most robust moving average weighting scheme, demonstrates its advantages, and discuss its practical implementation.

Scheme (programming language)Moving averageRobustness (computer science)Technical analysisEconometricsEconomicsStock price indexA-weightingMarket timingcomputercomputer.programming_languageWeightingSSRN Electronic Journal
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The Duke treadmill score with bicycle ergometer: Exercise capacity is the most important predictor of cardiovascular mortality

2018

Background The Duke treadmill score, a widely used treadmill testing tool, is a weighted index combining exercise time or capacity, maximum ST-segment deviation and exercise-induced angina. No previous studies have investigated whether the Duke treadmill score and its individual components based on bicycle exercise testing predict cardiovascular death. Design Two populations with a standard bicycle testing were used: 3936 patients referred for exercise testing (2371 men, age 56 ± 13 years) from the Finnish Cardiovascular Study (FINCAVAS) and a population-based sample of 2683 men (age 53 ± 5.1 years) from the Kuopio Ischaemic Heart Disease study (KIHD). Methods Cox regression was applied for…

MaleTime FactorsEpidemiologyDuke treadmill score030204 cardiovascular system & hematologyFull Research PaperAngina0302 clinical medicineRisk Factorscardiovascular mortalityCause of DeathMedicine030212 general & internal medicineSegment deviationta315FinlandExercise ToleranceSisätaudit - Internal medicineta3141Exercise capacityTreadmill testingMiddle AgedPrognosisfyysinen kuntoCardiorespiratory FitnessCardiovascular DiseasesCardiologyBody Compositionstress testFemaleBicycle ergometerCardiology and Cardiovascular MedicineRisk PredictionAdultkuolleisuusmedicine.medical_specialtyBiolääketieteet - BiomedicinekuntotestitRisk Assessment03 medical and health sciencesPredictive Value of TestsInternal medicineHumansCardiovascular mortalityAgedbusiness.industryprognostic factorsennusteet217 Medical engineeringmedicine.diseaseBicyclingPhysical Fitness3121 General medicine internal medicine and other clinical medicineExercise Testsydän- ja verisuonitauditStock price indexbusiness
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