论文信息 - Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30

Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30

This article examines two oscillators – the Moving Average Convergence–Divergence (MACD) and the Relative Strength Index (RSI) – to see if these rules are profitable. Using 60-year data of the London Stock Exchange FT30 Index, it is found that the RSI as well as the MACD rules can generate returns higher than the buy-and-hold strategy in most cases.

Terence Tai-Leung Chong | T. Chong | W. Ng | Wing-Kam Ng

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