Search results for "technical analysis"
showing 7 items of 37 documents
Investigation on Cascode Devices for High Frequency Electrical Drives Applications
2019
In the last years a widespread development in the market of electrical drives employing high-speed electrical machines has occurred in various industrial fields, due to the extremely high power density that can be reached. Nevertheless, to maintain output power quality without using bulky filtering networks, DC-AC converters should be controlled by means of higher PWM switching frequencies. New switching device technologies, such as Field Effect Transistors based on SiC and GaN, are therefore gathering momentum in order to comply with the higher working frequencies. To operate under high frequencies and at the same time at high voltage levels, alternative circuital configurations for switch…
Evidence-based medicine is gaining momentum
2005
Technical Trading Rules
2017
This chapter reviews the most common trend-following rules that are based on moving averages of prices. It also discusses the principles behind the generation of trading signals in these rules. This chapter also illustrates the limitations of these rules and argues that the moving average trading rules are advantageous only when the trend is strong and long-lasting.
Trend Following with Momentum Versus Moving Average: A Tale of Differences
2018
Despite the ever-growing interest in trend following and a series of publications in academic journals, there is still a great shortage of theoretical results on the properties of trend following rules. Our paper fills this gap by comparing and contrasting the two most popular trend following rules, the Momentum (MOM) and Moving Average (MA) rules, from a theoretical perspective. Our approach is based on the return-based formulation of trading rules and modelling the price trends by an autoregressive return process. We provide theoretical results on the similarity between various trend following rules and the forecast accuracy of trading rules. Our results show that the similarity between t…
Timing the US Stock Market Using Moving Averages and Momentum Rules: An Extensive Study
2017
Master's thesis Business Administration BE501 - University of Agder 2017 In this thesis we investigate the performance of moving average and momentum strategies by simulating returns, both in-sample and out-of-sample, while simultaneously taking into account important market frictions. We do so for two stock indices and four stock portfolios, at daily and monthly frequency, in the period from 1928 to 2015. This is carried out in order to examine if the active strategies outperform the passive benchmark on a risk-adjusted basis, and to see if the trading rules pro table when tested in-sample also are pro table out-of-sample. In addition, and for the rst time, we examine the relevance of data…
Full-Waveform Terrestrial Laser Scanning for Extracting a High-Resolution 3D Topographic Model: a Case Study on an Area of Archaeological Significance
2014
AbstractThis paper describes a method, which uses full-waveform terrestrial laser scanning to survey the surface of the slope below the Temple of Juno, located in the Valley of the Temples in Agrigento (Sicily, Southern Italy). The surface is characterized by the presence of large rock blocks, which have fallen down from the upper side; possible further detachments of rock blocks would cause a situation of general instability, with a very high risk to the archaeological structures in the near future. The methodology was designed to evaluate the potential of full-waveform laser scanning technology for the production of a very high resolution 3D topographic model of the slope, to be used as a…
Obraz i tekst w specjalistycznym języku giełdowym (na przykładzie analizy technicznej)
2017
The language of stock exchange is a terminological system based on the general language that has its own form, content, and as a medium of specialised knowledge, it is used in professional communication. In the present paper, the technical analysis is discussed as an example of a stock exchange text that functions in an accurate symbiosis with a chart. In selected formations, depicted as an illustration and a text, two frequently used techniques (that help to evaluate the stock exchange situation) are shown: a classical technique and Japanese candlestick charts. Therefore, functions of both the image and the text are depicted, as well as aims and intentions of the people whochoose the parti…