A METHODOLOGY FOR TREND ANALYSIS OF STOCK EXCHANGE ACTIVITIES, BASED ON INDICATOR SIGNALS AND FREQUENCY VOLATILITY

Authors

Keywords
stock exchange trend analysis, market trend phases, investment activities, stock exchange indicators, signal functions, frequency volatility, coefficient of dynamics

Summary
Different technical and statistical methods and indicators which are usually applied separately are used in market trend analysis. Some of the fundamental principles in technical analysis, as well as a great part of the quantitative indicators are not popular enough. There are unsettled issues regarding the change in the information indicators during the market trend and one can find unexploited potential in the analytical methods, which sets up a necessity for a more thorough and comprehensive study of the primary exchange indicators. Therefore, we propose a comprehensive methodology of market trend analysis, which integrates the signal functions of exchange indicators, statistical variation and frequency volatility by specifying their change throughout the market phases.

JEL: G12; G14; G17
Pages: 19
Price: 2 Points

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