point-and-figure.technicalanalysis.org.uk
Point and Figure Charts
Point and Figure Charts. ALLEN, W. Clay, 2001. Market Dynamics: Learn Relative Strength Point and Figure Charting. ALLEN, W. Clay, 2001. Technical Analysis for Long-term Investors. ANDERSON, John A. and Robert W. FAFF, 2006. Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market. International Review of Financial Analysis. DAMODARAN, Aswath, Charting and Technical Analysis. Printgoogle.com. [not cited]. Gummy stuff: P&F charts.
moving-averages.technicalanalysis.org.uk
Technical Analysis
We conclude that the evidence favors the efficient market hypothesis, and find that the behavior of one-day rates of return on spot contracts resembles the behavior noted for other speculative prices.". Cornell and Dietrich (1976). Overall our results provide strong support for the technical strategies that we explored.". Brock, Lakonishok and LeBaron (1992). Balsara, Carlson and Rao (1996). Our results provide strong support for profitability of these technical trading rules.". Yeung, et al. ANDERSON, J...
momentum.technicalanalysis.org.uk
Technical Analysis: Momentum
Value strategies work, in general, but are strongest among low-momentum (loser) stocks and weakest among high-momentum (winner) stocks. The momentum strategy works, in general, but is particularly strong among low-value (expensive) stocks.". Higher abnormal returns can be achieved by applying an earnings momentum strategy to stocks with a low dispersion.". Hong, Lim and Stein (1999). CHAN, K., et al. 2000 Profitability of momentum strategies in the international equity markets. The Journal of Finance.
history.technicalanalysis.org.uk
Technical Analysis: History
Technical analysis is perhaps the oldest device designed to beat the market. It has secular history given that irs origins can be traced to the seminal articles published by Charles H. Dow in the Wall Street Journal. Cesari and Cremonini (2003). Number in square brackets indicates number of Google results]. SCHULTZ, Henry, Forecasting Security Prices. Journal of the American Statistical Association. Volume 20, Issue 150 (Jun., 1925), 244-249. [2]. Journal of the American Statistical Association. ROOS, Ch...
general.technicalanalysis.org.uk
Technical Analysis
ACHELIS, S.B. and I. NETLIBRARY, 2001. Technical analysis from A to Z. McGraw Hill. [ Cited by 143. ALLEN, H. and M.P. TAYLOR, 1992. The Use of Technical Analysis in the Foreign Exchange Market. Journal of International Money and Finance. ANDERSEN, J.V., S. GLUZMAN and D. SORNETTE, 2000. Fundamental framework for “technical analysis” of market prices. The European Physical Journal B-Condensed Matter and Complex …. ANTONIOU, A., et al. BLUME, L., D. EASLEY and M.O.&.#.3.9. ...BOHNENBLUST, H. and P....
gann-theory.technicalanalysis.org.uk
Gann Theory
BAUER, R.J. and J.R. DAHLQUIST, 1999. Technical market indicators: analysis and performance. Printgoogle.com. [ Cited by 3. BOUCHER, M., 1999. The hedge fund edge: maximum profit/minimum risk global trend trading strategies. Printgoogle.com. [ Cited by 1. BURSTEIN, G., Macro Trading and Investment Strategies: Macroeconomic Arbitrage in Global Markets. Printgoogle.com. [ Cited by 4. FOUNTAS, Nikolaos, 1995. Evaluating the usefulness of Technical Analysis. Printgoogle.com. [not cited]. Proc 2003 Hawaii Int...
fibonacci.technicalanalysis.org.uk
Technical Analysis: Fibonacci Series
Fibonacci numbers and the golden ratio seem to be shrouded in myths and misconceptions. The majority of plants have a Fibonacci number of petals due to the optimal (uniform) packing of the seeds which creates a Fibonacci number of spirals in each direction. They exist, it seems amazing, but we understand why. Exist in ancient architecture, old paintings, the human body or financial markets. Nor is there anything inherently aesthetically pleasing about the ratio. These are all urban legends. FISCHER, R...
elliott-wave-theory.technicalanalysis.org.uk
Technical Analysis: Elliot Wave Theory
Goldberg and von Nitzsch (1999). More than 60% of the respondents market the following technical signals as having the predictive value: MACD, RSI, Ultimate, ROC, Eliott waves and Fibonacci proporsions.". As far as I can ascertain, Robert Prechter's newsletter is the "The Elliott Wave Theorist", whilst from the same camp, the "Elliott Wave Financial Forecast" is co-edited by Steven Hochberg and Peter Kendall (see " Which Subscription is Right for Me? And L HAIXIAO, 2005? ANALYZER, E.W., et al. BECKMAN, R...
dow-theory.technicalanalysis.org.uk
Technical Analysis: Dow Theory
Brown, Goetzmann and Kumar (1998). Found that Hamilton’s timing strategies yielded high Sharpe ratios and positive alphas for the period 1902 to 1929. BROWN, S.J., W.N. GOETZMANN and A. KUMAR, 1998. The Dow Theory: William Peter Hamiltons Track Record Reconsidered. The Journal of Finance. RHEA, R., 1932. The Dow Theory: An Explanation of Its Development and an Attempt to Define Its Usefulness as an Aid …. Barrons. [ Cited by 17. The Handbook of Managed Futures: Performance, Evaluation and …. MO'. ...
cycles.technicalanalysis.org.uk
Technical Analysis: Cycles
After regressing excess returns against industrial production's cyclical component, these univariate tests provide little evidence of serial correlation in the resultant residuals, confirming the presence of a business cycle effect in excess returns. However, our multivariate analysis concludes that the business cycle contributes to these deviations from stationary random walk model, predictable long term swings in expected returns arising from variable trends in macroeconomic data still remain.". GORDON...
