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Home > Business and Economics > Industry and industrial studies > Ausgewählte Handelsstrategien mit gleitenden Durchschnitten und dem Average Directional Movement Index: Eine Analyse der technischen Indikatoren im Praxiseinsatz
Ausgewählte Handelsstrategien mit gleitenden Durchschnitten und dem Average Directional Movement Index: Eine Analyse der technischen Indikatoren im Praxiseinsatz

Ausgewählte Handelsstrategien mit gleitenden Durchschnitten und dem Average Directional Movement Index: Eine Analyse der technischen Indikatoren im Praxiseinsatz


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About the Book

Bachelorarbeit aus dem Jahr 2020 im Fachbereich BWL - Bank, Börse, Versicherung, Note: 1,7, Duale Hochschule Baden-Württemberg, Ravensburg, früher: Berufsakademie Ravensburg, Sprache: Deutsch, Abstract: Ziel dieser Arbeit ist es, aufzuzeigen, ob Technische Indikatoren, im Vergleich zu einer Benchmark, eine risikoadjustierte Überrendite erzielen. Hierfür werden speziell die gleitenden Durchschnitte und der Average Directional Movement Index überprüft. Die Arbeit ist in fünf Kapitel aufgeteilt. Zu Beginn soll die Technische Analyse näher vorgestellt werden. Hier wird der Begriff Technische Analyse definiert, sowie die Dow-Theorie erläutert. Zusätzlich wird dem Leser einen Überblick über die verschiedenen Verfahren der Technischen Analyse gegeben und dabei Bezug auf die Random-Walk-Theorie genommen. Das nachfolgende Kapitel befasst sich mit den Technischen Indikatoren. Zunächst wird der Begriff definiert und die Unterkategorien der Technischen Indikatoren in einem Überblick vorgestellt. Hierbei werden besonders die unterschiedlichen Arten von gleitenden Durchschnitten und der Average Directional Movement Index detaillierter erläutert. Der vierte Teil der Arbeit setzt sich mit dem Backtest der vorgestellten Technischen Indikatoren auseinander. Zunächst werden die für den Backtest benötigten Performancekennzahlen vorgestellt. Für die Überprüfung werden verschiedene Einstellungen für die Technischen Indikatoren angenommen und im Anschluss mit der Buy-and-Hold-Strategie verglichen. Das fünfte und letzte Kapitel dieser Arbeit enthält das Fazit des Verfassers.


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Product Details
  • ISBN-13: 9783346338709
  • Publisher: Grin Verlag
  • Publisher Imprint: Grin Verlag
  • Height: 210 mm
  • No of Pages: 114
  • Returnable: N
  • Spine Width: 7 mm
  • Weight: 209 gr
  • ISBN-10: 3346338703
  • Publisher Date: 14 Jul 2021
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Returnable: N
  • Sub Title: Eine Analyse der technischen Indikatoren im Praxiseinsatz
  • Width: 148 mm


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Ausgewählte Handelsstrategien mit gleitenden Durchschnitten und dem Average Directional Movement Index: Eine Analyse der technischen Indikatoren im Praxiseinsatz
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