Scribd Logo
Upload

Welcome to Scribd!

  • 107 views

    Quantitative Techniques: V.Thiagarajan Syndicate Bank

    Uploaded by

    bichgati
    This document outlines an agenda for a quantitative techniques seminar covering various momentum and trend indicators used in technical analysis. The seminar will be divided into three parts, beginning with an introduction to momentum indicators like rate of change, relative strength index, stochastics, and Williams %R. The second part will cover trend indicators such as moving averages, MACD, MACD histogram, and Bollinger Bands. The final part will involve exercises applying these technical analysis tools.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Flag for inappropriate content

    You might also like

    Quantitative Techniques: V.Thiagarajan Syndicate Bank

    Uploaded by

    bichgati
    107 views44 pages
    This document outlines an agenda for a quantitative techniques seminar covering various momentum and trend indicators used in technical analysis. The seminar will be divided into three parts, beginning with an introduction to momentum indicators like rate of change, relative strength index, stochastics, and Williams %R. The second part will cover trend indicators such as moving averages, MACD, MACD histogram, and Bollinger Bands. The final part will involve exercises applying these technical analysis tools.

    Original Description:

    Technical analysis - reading material received during training programme prepared by faculty

    Original Title

    25JUNEBTC

    Copyright

    © Attribution Non-Commercial (BY-NC)

    Available Formats

    PPT, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    This document outlines an agenda for a quantitative techniques seminar covering various momentum and trend indicators used in technical analysis. The seminar will be divided into three parts, beginning with an introduction to momentum indicators like rate of change, relative strength index, stochastics, and Williams %R. The second part will cover trend indicators such as moving averages, MACD, MACD histogram, and Bollinger Bands. The final part will involve exercises applying these technical analysis tools.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as ppt, pdf, or txt
    107 views44 pages

    Quantitative Techniques: V.Thiagarajan Syndicate Bank

    Uploaded by

    bichgati
    This document outlines an agenda for a quantitative techniques seminar covering various momentum and trend indicators used in technical analysis. The seminar will be divided into three parts, beginning with an introduction to momentum indicators like rate of change, relative strength index, stochastics, and Williams %R. The second part will cover trend indicators such as moving averages, MACD, MACD histogram, and Bollinger Bands. The final part will involve exercises applying these technical analysis tools.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PPT, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as ppt, pdf, or txt
    of 44

    QUANTITATIVE TECHNIQUES

    V.THIAGARAJAN
    SYNDICATE BANK
    AGENDA FOR THE DAY
    PART I
    INTRODUCTION
    MOMENTUM INDICATORS
    1. RATE OF CHANGE
    2. RELATIVE STRENGTH
    INDEX
    3. STOCHASTICS
    4. WILLIAM % R
    PART II

    TREND INDICATORS
    1. MOVING AVERAGES
    2. MACD
    3. MACD HISTOGRAM
    4. BOLLINGER BANDS
    PART III
    EXERCISES
    MOMENTUM INDICATORS
    CHARACTERISTICS
    ◗ OVER BOUGHT/OVERSOLD
    CONDITIONS
    ◗ DIVERGENCES
    RATE OF CHANGE
    ◗ CONSTRUCTION
    ◗ CHOICE OF TIME SPANS
    ◗ INTERPRETATION
    ◗ DIVERGENCES
    ◗ PRICE PATTERN RECOGNITION
    RELATIVE STRENGTH INDEX
    ◗ CONSTRUCTION
    ◗ RSI= 100-(100/1+RS)
    ◗ PROS AND CONS
    ◗ INTERPRETATION
    ◗ TOPS AND BOTTOMS
    ◗ DIVERGENCE
    ◗ CHART FORMATION
    STOCHASTICS
    ◗ MEASURES THE RELATIVE POSITION
    OF THE CLOSING PRICE
    ◗ %K=100(C-Ln/Hn-Ln)
    ◗ %D=100(H3/L3)
    ◗ FAST/SLOW STOCHASTICS
    ◗ INTERPRETATION
    STOCHASTICS

    ◗ BUY SIGNAL- OVERSOLD CONDITION


    POSITIVE DIVERGENCE ,CROSSING
    BY THE % K LINE ABOVE %D LINE
    ◗ SELL SIGNAL - OVERBOUGHT
    CONDITIONS ,NEGATIVE
    DIVERGENCE,CROSSING BY THE
    %KLINE BELOW %D LINE
    WILLIAMS % R
    ◗ VARIATION OF STOCHASTIC
    METHOD
    ◗ %R=100(Hr-C/Hr-Lr)
    ◗ HIGH READINGS IN % R - BULLISH
    ◗ LOW READINGS IN % R - BEARISH
    ◗ MIRROR IMAGE OF STOCHASTICS
    MOVING AVERAGES
    ◗ SIMPLE MOVING AVERAGE
    ◗ WEIGHTED MOVING AVERAGE
    ◗ EXPONENTIAL MOVING AVERAGE
    MOVING AVERAGES
    - WHAT DOES IT SUGGEST
    ◗ SHORTER AVERAGE ABOVE THE
    LONGER ONE-- BULLISH
    ◗ SHORTER AVERAGE BELOW THE
    LONGER ONE - BEARISH
    ◗ CROSSOVERS-BUY/SELL SIGNAL
    WHEN THE SHORTER AVERAGE
    CROSSES ABOVE / BELOW THE
    LONGER ONE
    MACD
    ◗ CONSTRUCTION

    ◗ MACD LINE/SIGNAL LINE

    ◗ INTERPRETATION

    ◗ DIVERGENCE
    MACD HISTOGRAM
    ◗ POTENTIAL EARLY WARNING OF
    TREND CHANGE
    ◗ PLOTS THE DIFFERENCE BETWEEN
    THE MACD LINE AND SIGNAL LINE
    ◗ DIVERGENCES
    BOLLINGER BANDS
    ◗ STATISTICAL TECHNIQUE
    ◗ DETERMINATION OF PRICE
    OBJECTIVE
    ◗ NARROWING BANDS
    ◗ WIDENING BANDS

    You might also like