Analysis of the Effectiveness of Mixed Investment Strategies on the Warsaw Stock Exchange
DOI:
https://doi.org/10.15678/ZNUEK.2014.0925.0103Keywords:
technical analysis, moving average, transaction costs, „buy and hold" strategyAbstract
The purpose of this article is to research the profitability of mixed investment strategies including transaction costs, based on three stock indexes: WIG20, mWIG40 and sWIG80. In the paper, the moving averages method is employed together with the filtration of buy and sell signals. The analysis of the effectiveness of the investment strategies also includes the deduction of the maximum amount of fees. Results of the mixed investment strategies were compared with the strategy known as „buy and hold".Downloads
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