Generalized Technical Analysis. Effects of transaction volume and risk
Statistical Mechanics
2025-10-20 v1 Numerical Analysis
Numerical Analysis
Computational Physics
Trading and Market Microstructure
Abstract
We generalize the momentum indicator idea taking into account the volume of transactions as a multiplicative factor. We compare returns obtained following strategies based on the classical or the generalized technical analysis, taking into account a sort of risk investor criterion.
Keywords
Cite
@article{arxiv.cond-mat/0212641,
title = {Generalized Technical Analysis. Effects of transaction volume and risk},
author = {M. Ausloos and K. Ivanova},
journal= {arXiv preprint arXiv:cond-mat/0212641},
year = {2025}
}
Comments
8 pages, 7 figures; to appear in the Proceedings of the Second Nikkei Symposium: Toward control of Economic Change -- Application of Econophysics, Nov 12-14, 2002, Tokyo, Japan