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MBA Research Project - Predictability of Technical Analysis

Posted: Nov 14 2011
by XIKON
Dear All,

I am currently doing a research project for an MBA degree with Imperial College London and I am focusing on predictability of technical analysis in the FTSE100 from 2000-2010.

I have done quite a lot of research on the available literature in the form of books and journals and now focusing on the study itself. Most of the studies carried out so far are mostly focusing on the basic indicators rightfully in order to test the predictability of a certain indicator. I am trying to go beyond this and focus on the strategies which would include a set of indicators to give entry and exit signals. The strategy will then be optimised and test predictability on the out-of-sample data (year 2011).

I am looking for successful strategies which have worked for you. This will be purely for research purposes. I will be selecting couple of successful strategies after testing the strategies on the data. Your contribution would be highly appreciated. You will surely be properly quoted on the contribution you have made.

Looking forward to hearing from you all.

Regards,

Arthur Miles - XIKON

Re: MBA Research Project - Predictability of Technical Analy

Posted: Nov 14 2011
by geizer
Check this out

regards,

Pavel

Re: MBA Research Project - Predictability of Technical Analy

Posted: Nov 15 2011
by XIKON
Dear Pavel,

Many thanks for the link. It is a very good source. Shame I am not familiar with Mathworks or Matlab. I have to add another skill to my wishlist. As soon as I am done with easylanguage, I'll have to familiarise myself with Matlab.

By any chance are there any proven trading strategies which have worked which are in easylanguage/powerlanguage. There are so many indicators however looking for the right choice of indicators to build into the strategy.

Many thanks again.

Regards,

Arthur

Re: MBA Research Project - Predictability of Technical Analy

Posted: Nov 15 2011
by TJ
there are some good examples here:
AutoTrade, Advisory, Strategy & Signal
http://www.tradersxchange.com/viewforum.php?f=31

Re: MBA Research Project - Predictability of Technical Analy

Posted: Nov 15 2011
by XIKON
Dear TJ,

Many thanks. This is an excellent source. Much appreciated.

Regards,

Arthur