Application of Simple Technical Trading Rules to Swiss Stock Prices: Is It Profitable?

Dusan Isakov and M. Hollistein

Working Papers from Ecole des Hautes Etudes Commerciales, Universite de Geneve-

Abstract: This paper tests if the use of simple technical trading rules on Swiss stock prices is profitable. It considers several trading rules based on the crossing of moving averages. The use of bands and oscillators such as the relative strength index or the stochastic indicator is also investigated, These rules are tested on daily returns of the Swiss Bank Corporation General Index for the period 1969-1997. It is found that the most profitable rule is a double moving average with averages computed on one and five days.

Keywords: STOCKS; TRADE; PRICING (search for similar items in EconPapers)
JEL-codes: G12 G14 G19 (search for similar items in EconPapers)
Pages: 17 pages
Date: 1998
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Citations: View citations in EconPapers (8)

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Working Paper: Application of Simple Technical Trading Rules to Swiss Stock Prices: Is it Profitable? (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ehecge:98.2

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