运用茨威格的现代货币和动量模型

John Swetye, W. Ziemba
{"title":"运用茨威格的现代货币和动量模型","authors":"John Swetye, W. Ziemba","doi":"10.1080/21649502.2015.1165917","DOIUrl":null,"url":null,"abstract":"We study Zweig's momentum and super model prediction using the Value Line Composite Index on current stock market datas based on FED monetary movements and stock market price movements. The results are still very good with buy and sell signals.","PeriodicalId":438897,"journal":{"name":"Quantitative Finance Letters","volume":"16 22 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Using Zweig’s monetary and momentum models in the modern era\",\"authors\":\"John Swetye, W. Ziemba\",\"doi\":\"10.1080/21649502.2015.1165917\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study Zweig's momentum and super model prediction using the Value Line Composite Index on current stock market datas based on FED monetary movements and stock market price movements. The results are still very good with buy and sell signals.\",\"PeriodicalId\":438897,\"journal\":{\"name\":\"Quantitative Finance Letters\",\"volume\":\"16 22 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Quantitative Finance Letters\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/21649502.2015.1165917\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Quantitative Finance Letters","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/21649502.2015.1165917","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1

摘要

我们研究茨威格的动量和超级模型预测使用价值线综合指数在当前的股票市场数据基于美联储的货币走势和股票市场的价格走势。结果仍然是非常好的买入和卖出信号。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Using Zweig’s monetary and momentum models in the modern era
We study Zweig's momentum and super model prediction using the Value Line Composite Index on current stock market datas based on FED monetary movements and stock market price movements. The results are still very good with buy and sell signals.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信