Technical Financial Analysis Tools for Stata
Stata Journal, (forthcoming)
12 Pages
Posted: 29 Aug 2013
Last revised: 26 Jun 2017
Loyola University New Orleans - Joseph A. Butt, S.J. College of Business
Loyola University New Orleans
Date Written: June 23, 2017
Abstract
Four financial technical analysis tools are provided including moving averages, Bollinger bands, moving average convergence divergence (MACD) and the relative strength index (RSI). The tftools command is used with four subcommands, each referring to a technical analysis tool: bollingerbands, macd, movingaverage, and rsi. Examples are provided. tftools allows researchers to backtest their own investment strategies, and will be of interest to investors, researcher and students of finance.
Keywords: Finance, technical analysis, moving average, Bollinger, MACD, RSI
Suggested Citation:
Suggested Citation
Dicle, Mehmet F. and Levendis, John, Technical Financial Analysis Tools for Stata (June 23, 2017). Stata Journal, (forthcoming). Available at SSRN: https://ssrn.com/abstract=2317650 or http://dx.doi.org/10.2139/ssrn.2317650
