An Empirical Study of Significant Variables for Trading Strategies
نویسندگان
چکیده
Nowadays, stock market investment is governed by investment strategies. An investment strategy consists in following a fixed philosophy over a period of time, and it can have a scientific, statistical or merely heuristic base. No method currently exists which is capable of measuring how good an investment strategy is either objectively or realistically. Through the use of Artificial Intelligence and Data Mining tools we have studied the different investment strategies of an important Spanish management agency and extracted a series of significant characteristics to describe them. Our objective is to evaluate and compare investment strategies in order to be able to use those which produce a peak return in our investment.
منابع مشابه
Profitability of Momentum and Contrarian Strategies Based on Trading Volume in Tehran Stock Exchange: A Comparison of Emerging Market
In this study, the profitability of contrarian and momentum strategies were traded in mid- term based on trading volume. The stocks were categorized into three parts (high, middle and low) at the outset. Then, the relationship between excess return with three components such as cross-sectional risk, lead-lag effect and time-series pattern were examined based on Jegadeesh and Titman approach.The...
متن کاملCompetitiveness of Manufacturing SMEs and eCommerce Strategies: An Exploratory Empirical Research in Mexico
Faced with the rapid development of electronic commerce in Mexico and in many parts of the world, it becomes increasingly necessary to rely on theoretical-empirical studies that include both qualitative and quantitative analysis, to help us understand the many faces of electronic trading activity. As SME’s are playing a very important role in the world economy, this research is aimed to analyze...
متن کاملAmerican Option Pricing of Future Contracts in an Effort to Investigate Trading Strategies; Evidence from North Sea Oil Exchange
In this paper, Black Scholes’s pricing model was developed to study American option on future contracts of Brent oil. The practical tests of the model show that market priced option contracts as future contracts less than what model did, which mostly represent option contracts with price rather than without price. Moreover, it suggests call option rather than put option. Using t hypothesis test...
متن کاملInvestigating the Effect of Monetary Treaty on Trade between Iran and Major Trading Partners
In the present study, the effect of concluding and executing monetary treaties as well as membership of regional economic cooperation organizations (as a potential for using regional currency) on mutual exports between Iran and its 50 major trading partners during the period of 2000 to 2016 is investigated. The Generalized Commercial Gravity Model and Ordinary Least Square (OLS) regression of p...
متن کاملSupplier Development Activities and Buying Firm’s Performance: An Empirical Investigation of Iranian SMEs
This study attempts to investigate the major antecedent factors that influence manufacturing SMEs intentions toward the implementation of supplier development activities in Iranian SMEs. In order to achieve this objective, the research constructs were developed. The conceptual framework underlying this study was based on the theories of supplier development activities and social capital. These...
متن کامل