Closed Joint Stock Company «Binbank Credit Cards»
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List of articles written by the authors of the organization
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ANALYSIS OF PRICE SERIES USING HOLT’S INDICATOR OF STOCK MARKET
Description
The article is devoted to the development of an indicator to detect changes in the dynamics of stock price series that could lead to loss of optimality of the trading models parameters. Feature of the new tools of technical analysis is sensitive not only to the trend component securities prices, but also to the volatility of financial assets. In this work proposes the use of this indicator as part of risk management at the stock market, formulates practical advice on how to use and configure in conjunction with trading models.
pdf 241.275kb
doc 241.275kb