Using the Bootstrap to test the performance of the Technical Analysis
碩士 === 銘傳大學 === 金融研究所 === 87 === In this paper, we use computer simulation to analyze some common quantitative technical analysis index - Relative Strength Index (RSI), Bias, Stochastic KD Line (KD), Williams Overbought/Oversold (%R), Moving Average (MA), Moving Average Convergence & Divergence...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/93992910877681418508 |