Generalized Technical Analysis. Effects of transaction volume and risk

Details Generalized Technical Analysis. Effects of transaction volume and risk Generalized Technical Analysis. Effects of transaction volume and risk

2002-12-31

arxiv.org/abs/cond-mat/0212641v1

Physics

Condensed Matter

Statistical Mechanics

8 pages, 7 figures; to appear in the Proceedings of the Second Nikkei Symposium: Toward control of Economic Change -- Applicat

Scientific paper

We generalize the momentum indicator idea taking into account the volume of
transactions as a multiplicative factor. We compare returns obtained following
strategies based on the classical or the generalized technical analysis, taking
into account a sort of risk investor criterion.

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