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Indice dei documenti su: Random Walk Hypotesis
A Refined MACD Indicator - Evidence against the Random Walk Hypothesis?
Rigorous testing of the widely used MACD indicator results in a surprisingly low success rate of 32.73% for the individually tested NASDAQ-100 stocks over a 10-year period. This study derives two methods, which address the shortcomings of the MACD indicator.Gunter Meissner
Swingtum - A Computational Theory of Fractal Dynamic Swings and Physical Cycles of Stock Market in A Quantum Price-Time Space
This paper presents the basic framework of a comprehensive computational theory of stock market behavior, which we call Swingtum, taking multivariate stock index time series data as input, and producing probabilistic predictions of stock index movement at multiple time frames.
