利润目标能提高烛台图的盈利能力吗

Q4 Economics, Econometrics and Finance International Journal of Revenue Management Pub Date : 2018-11-30 DOI:10.1504/IJRM.2018.10017683
Tsung-Hsun Lu
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引用次数: 2

摘要

这项研究提出了一种不同的方式来实施蜡烛交易规则。将利润目标应用于1992年至2016年PHLX半导体行业指数(SOX)成分股,作者发现,在考虑交易成本和数据窥探问题后,两种3天烛光模式可以获得超过1%的利润。因此,这种利润目标方法为投资者决定在哪一天退出市场提供了一种替代方式。
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Can profit targets improve the profitability of candlestick charting
This study proposes a different way to implement candlestick trading rules. Applying profit targets to the PHLX semiconductor sector index (SOX) component stocks from 1992 to 2016, the author found two 3-day candlestick patterns can earn over 1% profit, after considering transaction costs and the data-snooping problem. This profit target approach thus provides an alternative way for investors to decide on which day to exit the market.
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来源期刊
International Journal of Revenue Management
International Journal of Revenue Management Economics, Econometrics and Finance-Economics and Econometrics
CiteScore
1.40
自引率
0.00%
发文量
4
期刊介绍: The IJRM is an interdisciplinary and refereed journal that provides authoritative sources of reference and an international forum in the field of revenue management. IJRM publishes well-written and academically rigorous manuscripts. Both theoretic development and applied research are welcome.
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