The E-Book of Technical Market Indicators 2.0 - Download the new version for free!
Complex Technical Analysis Made Simple
How to build a rational decision making framework (systematic trading model) based on different kinds of technical market indicators.
WallStreetCourier offers it's visitors a free ebook about technical market indicators. It is a wealth of free information for traders and investors who are interested in technical analysis! Nearly all our indicators are explained there - and this for free!
The content of this book will give a brief overview on how to classify indicators into subgroups, including the advantage and the complicacy as well as a detailed instruction on how to combine different kinds of indicators to a sound investment process. Furthermore, we highlight which types of indicators should be used by short- or long-term investors as well as which are suitable for low- or high experienced traders.
| |
|
 |
Complex Technical Analysis Made Simple
A detailed instruction on how to combine different kinds of indicators to a sound investment process
Content:
- Trend indicators
- Breadth indicators
- Contrarian indicators
- Oscillators
- and many, many more
|
| |
|
|
|
 |
|
Company Presentation of WallStreetCourier.com
A quick overview about our company and our services. In detail you will find more about:
- WallStreetCourier.com
- Services of WallStreetCourier.com
- Systematic Weekly U.S. Equity Market Research
- Proven Indicators for members who conduct their own research
- SPDR Sector Rotation Strategy
- Global Tactical Asset Allocation Strategy
- WSC Global ETF High Conviction Portfolio
|
|
|
|
Bears and Bulls: Greater Volatility without Ticks
Bears and Bulls: Greater Volatility without Ticks was written by the finance professors Ronnie Clayton (Jacksonville State University), Walter Reinhart (Loyola University) and Bill Schmidt (Jacksonville State University) and was published in the Banking and Finance Review in December 2010. For this publication WallStreetCourier.com provided the short-sell data used for the empirical study.
Abstract
A 2007 rule change regarding short sales in equity markets changed the markets and perhaps the volatility thereof. During the majority of modern history of the United States equity market investors have only been allowed to conduct short sales after an upward price movement on the security. Rule 10a-1 of the Securities and Exchange Act of 1934 required that a short sell of an exchange-listed security take place after a plus tick or on a zero-plus tick in the market. The National Association of Securities Dealers (NASD) instituted a rule in 1994 that closely followed Rule 10a-1. On May 2, 2005 the SEC began an experiment with the “tick” rule allowing short sell trades to take place on some securities without the “plus-tick” thus providing an opportunity for a “pilot study” of whether the removal of the “plus-tick” requirement significantly impacts the volatility of the firms involved and, ultimately, the market as a whole. According to the SEC the results of the experiment indicated there was “no significant change in volatility, so in mid-2007 the short sell uptick restriction was removed from all U.S. securities. However, a 2008 technical study by Harmon and Bar-Yam on the results of the pilot study suggests the SEC misinterpreted the findings. The purpose of this research is to explore the impact of this rule change. Our findings, which are a major contribution to the literature, show greater volatility in U.S. financial markets when the “plus tick” requirement was removed from all equity securities.
Citation
CLAYTON, R., REINHART, W., SCHMIDT, B.: Bears and Bulls: Greater Volatility without Ticks. Banking and Finance Review,
North America, 2, Nov. 2010. |
| |
|
|
|
|
Publish on WallStreetCourier.com!
WallStreetCourier offers the scientific community as well as practitioners a perfect platform to publish the results of their work. Thus, if you are an academic, an investor or a trader who works in empirical research, you are encouraged to present your results of your work on our website. Therefore please contact us for the further proceedings. |
|
|
|
 Top |
|
| |
|
