Technical financial analysis tools for Stata

• Autores: Mehmet F. Dicle, John D. Levendis
• Localización: The Stata journal, ISSN 1536-867X, Vol. 17, Nº. 3, 2017, págs. 736-747
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • In this article, we provide four financial technical analysis tools: moving averages, Bollinger bands, moving-average convergence divergence, and the relative strength index. The tftools command is used with four subcommands, each referring to a technical analysis tool: bollingerbands, macd, movingaverage, and rsi. We provide examples for each tool. tftools allows researchers to backtest their own investment strategies and will be of interest to investors, researchers, and students of finance.