Scientific Journal of KubSAU

Polythematic online scientific journal
of Kuban State Agrarian University
ISSN 1990-4665
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Name

Tikhnenko Anastasiya Nikolaevna

Scholastic degree

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Academic rank

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Honorary rank

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Organization, job position

Closed Joint Stock Company «Binbank Credit Cards»
   

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Articles count: 1

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ANALYSIS OF PRICE SERIES USING HOLT’S INDICATOR OF STOCK MARKET

abstract 1081504026 issue 108 pp. 401 – 408 30.04.2015 ru 1245
The article is devoted to the development of an indicator to detect changes in the dynamics of stock price series that could lead to loss of optimality of the trading models parameters. Feature of the new tools of technical analysis is sensitive not only to the trend component securities prices, but also to the volatility of financial assets. In this work proposes the use of this indicator as part of risk management at the stock market, formulates practical advice on how to use and configure in conjunction with trading models.
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