Technical Analysis And Mutual Funds. Testing Trading Rules
ABSTRACT: This paper attempts to develop strategies that enable portfolio managers to improve market timing by
learning to recognize leading indications of forthcoming changes. The aim of this study is the testing, in a Mutual Fund
series, of the predicting ability of a popular technical exchange tool, the Moving Average Rule. A short-term and a
long-term moving average are used for the creation of “buy” and “sell” signals of mutual funds. 2891 predictions were
made, for the same time-series, for different values of short-term and long-term moving averages and the profitability of
this method was calculated. The method was proved profitable, if no buy and sell cost was counted. The Two Moving
Average Rule by itself is efficient only for the companies that administrate the respective mutual fund and not for the
single investor. It is presented the triple moving average rule, which possibly can be a solution for this problem.
KEYWORDS: Technical Analysis, Mutual Funds,......
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Approximate Word Count: 3171
Approximate Pages: 13 (250 words per double-spaced page)
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