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Does Technical Analysis Win?: Evidence From the Period Between Donald Trump's Campaign and the First Date for Brexit
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Author(s): Maria Elisabete Neves (Coimbra Business School Research Centre, ISCAC,Polytechnic of Coimbra, Coimbra, Portugal & CETRAD, University of Trás-os-Montes and Alto Douro, Portugal), Joana Leite (Coimbra Business School Research Centre, ISCAC,Polytechnic of Coimbra, Coimbra, Portugal)and Renato Neves (Coimbra Business School Research Centre, ISCAC,Polytechnic of Coimbra, Coimbra, Portugal)
Copyright: 2022
Pages: 30
Source title:
Handbook of Research on New Challenges and Global Outlooks in Financial Risk Management
Source Author(s)/Editor(s): Mara Madaleno (GOVCOPP, University of Aveiro, Portugal), Elisabete Vieira (GOVCOPP, University of Aveiro, Portugal)and Nicoleta Bărbuță-Mișu (University of Galati, Romania)
DOI: 10.4018/978-1-7998-8609-9.ch017
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Abstract
The main goal of this chapter is to analyze the performance of four investment strategies within a recent period of international political uncertainties. RSI and MACD supported three competing investment strategies, which were compared to the conservative Buy and Hold strategy. Euro Stoxx 50 Index was selected through the Markowitz Theory, and the DAX index was established as a benchmark. The period considered was between the start of Donald Trump's official campaign to the US elections and the first date set for Brexit. Two subsequent additional studies were performed to evaluate their profitability. The entry and exit points were determined by international economic reports. Alternative time lengths for the RSI window were considered. The results suggest that, when the market is bear or undefined, the investor should have a strategy supported on technical analysis and he should consider more than one indicator to increase the information that is taken from the market. The passive Buy and Hold strategy should be considered when the market is considered a bull market.
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