通用技术分析。 交易量和风险的影响
Generalized Technical Analysis. Effects of transaction volume and risk
M. Ausloos and K. Ivanova
arXiv
2002年12月31日
我们概括动量指标的想法,将交易量视为倍增因素。 我们根据经典或广义技术分析比较了遵循策略所获得的回报,同时考虑到一种风险投资者标准。
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.