Empirical Expected Return Models with Technical Analysis Indicators

Student: Lokhanko Mariya

Educational Programme: Economics (Bachelor)

Year of Graduation: 2021

Currently, technical analysis is very popular. Ambiguous conclusions about its effectiveness in scientific circles give rise to a more detailed study. This study is devoted to determining the most effective models of profitability using technical analysis indicators. The focus is on determining the indicators applicable to the domestic stock market based on the analysis of previous studies. And also on the classification of the considered indicators and methods. The methods of testing trading strategies in the financial market of the Russian Federation, time series analysis are used in this work. It is expected that the results obtained will contribute to the positive income of the investor.

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