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Using VIX data to enhance technical trading signals

Kozyra, James; Lento, Camillo - In: Applied economics letters 18 (2011) 13/15, pp. 1367-1370

Persistent link: https://www.econbiz.de/10009348014

A combined signal approach to technical analysis on the S&P 500

Lento, Camillo - In: Journal of business & economics research 6 (2008) 8, pp. 41-51

Persistent link: https://www.econbiz.de/10003778966

Combined signal approach : evidence from the Asian-Pacific equity markets

Lento, Camillo - In: Applied economics letters 16 (2009) 7/9, pp. 749-753

Persistent link: https://www.econbiz.de/10003854921

Thunder Bay Transportation : a case of business valuation and negotiation

Lento, Camillo - In: Accounting perspectives : a journal of The Canadian … 9 (2010) 4, pp. 291-318

Persistent link: https://www.econbiz.de/10008934377

Student usage of assessment-based and self-study online learning resources in introductory accounting

Lento, Camillo - In: Issues in accounting education 33 (2018) 4, pp. 13-31

Persistent link: https://www.econbiz.de/10012139673

Incorporating whiteboard voice-over video technology into the accounting curriculum

Lento, Camillo - In: Issues in accounting education 32 (2017) 3, pp. 153-168

Persistent link: https://www.econbiz.de/10011746144

Filter Rules : Follow the Trend, or Take the Contrarian Approach?

Kozyra, James - 2010

This paper compares a trending approach to the filter trading rule against a contrarian approach. It is found that, after adjusting for transaction costs, the contrarian approach consistently outperforms the trending approach, and is able to earn returns in excess of the buy-and-hold trading...

Persistent link: https://www.econbiz.de/10013136365

Using VIX Data to Enhance Technical Trading Signals

Kozyra, James - 2011

The purpose of this paper is to provide new insights into the relationship between technical analysis and implied market volatility (VIX) by calculating technical trading rules with the VIX price data, as opposed to the stock prices. Three trending trading rule signals are calculated on the...

Persistent link: https://www.econbiz.de/10013120392

Using VIX data to enhance technical trading signals

Kozyra, James; Lento, Camillo - In: Applied Economics Letters 18 (2011) 14, pp. 1367-1370

The purpose of this article is to provide new insights into the relationship between technical analysis and implied market volatility (VIX) by calculating technical trading rules with the VIX price data, as opposed to the stock prices. Three trending trading rule signals are calculated on the...

Persistent link: https://www.econbiz.de/10009277367

Filter rules: follow the trend or take the contrarian approach?

Kozyra, James; Lento, Camillo - In: Applied Economics Letters 18 (2011) 3, pp. 235-237

This article compares a trending approach to the filter trading rule against a contrarian approach. It is found that, after adjusting for transaction costs, the contrarian approach consistently outperforms the trending approach and is able to earn returns in excess of the buy-and-hold trading...

Persistent link: https://www.econbiz.de/10009195812