Detail publikace

Advanced speculative strategy based on Advanced speculative strategy based on price and volume combination

BUDÍK, J.

Originální název

Advanced speculative strategy based on Advanced speculative strategy based on price and volume combination

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

The paper works with analysis of this investment strategy in terms of robustness parameters toenter the speculative position, the output of speculative positions, volatility and time filter. The proposed investment strategy is using the methods of robustness tests, which are based on testing on different data then were data used for optimization of strategies.

Klíčová slova

trading, technical analysis, forex.

Autoři

BUDÍK, J.

Rok RIV

2014

Vydáno

7. 11. 2014

Nakladatel

IBIMA

Místo

Milan, Italy

ISBN

978-0-9860419-3-8

Kniha

Crafting Global Competitive Economies: 2020 Vision Strategic Planning & Smart Implementation

Strany od

1276

Strany do

1280

Strany počet

2207

BibTex

@inproceedings{BUT111134,
  author="Jan {Budík}",
  title="Advanced speculative strategy based on Advanced speculative strategy based on price and volume combination",
  booktitle="Crafting Global Competitive Economies: 2020 Vision Strategic Planning & Smart Implementation",
  year="2014",
  pages="1276--1280",
  publisher="IBIMA",
  address="Milan, Italy",
  isbn="978-0-9860419-3-8"
}