Technical Financial Analysis Tools for Stata

Dicle, Mehmet F.; Levendis, John

doi:10.2139/ssrn.2317650

Technical Financial Analysis Tools for Stata

Stata Journal, Volume 17 Number 3: pp. 736-747

12 Pages Posted: 29 Aug 2013 Last revised: 31 Jul 2018

See all articles by Mehmet F. Dicle

Mehmet F. Dicle

Loyola University New Orleans - Joseph A. Butt, S.J. College of Business; Research ATA, LLC

John Levendis

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, Volume 17 Number 3: pp. 736-747. Available at SSRN: https://ssrn.com/abstract=2317650 or http://dx.doi.org/10.2139/ssrn.2317650