Technical financial analysis tools for Stata

Mehmet Dicle () and John D. Levendis
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John D. Levendis: Loyola University New Orleans

Stata Journal, 2017, vol. 17, issue 3, 736-747

Abstract: In this article, we provide four financial technical analysis tools: moving averages, Bollinger bands, moving-average convergence divergence, and the relative strength index. The tftools command is used with four subcommands, each referring to a technical analysis tool: bollingerbands, macd, movingaverage, and rsi. We provide examples for each tool. tftools allows researchers to backtest their own investment strategies and will be of interest to investors, researchers, and students of finance.

Keywords: tftools bollingerbands; tftools macd; tftools movingaverage; tftools rsi; finance; technical analysis; moving average; Bollinger; MACD; RSI (search for similar items in EconPapers)
Date: 2017
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