Dynamical Models of Stock Prices Based on Technical Trading Rules—Part III: Application to Hong Kong Stocks


In Half III of this study, we apply the value dynamical model with huge buyers and massive sellers developed in Half I of this paper to the daily closing costs of the top 20 banking and realty stocks listed within the Hong Kong Stock Exchange. The essential plan is to estimate the strength parameters of the big patrons and the big sellers in the model and build purchase/sell decisions based on these parameter estimates. We have a tendency to propose two trading ways: one) Follow-the-Huge-Buyer, which buys when huge buyer begins to seem and there is no sign of big sellers, holds the stock so long as the large buyer remains there, and sells the stock once the large buyer disappears; and a pair of) Ride-the-Mood, that buys as the big buyer strength begins to surpass the large seller strength and sells the stock once the other happens. Based on the testing over 245 two-year intervals uniformly distributed across the seven years from July 3, 2007 to July 2, 2014, that includes a selection of situations, the web profits would increase sixty sevenpercent or 120percent on average if an investor switched from the benchmark Get-and-Hold strategy to the Follow-the-Big-Buyer or Ride-the-Mood methods during this period, respectively.

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