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Technical Financial Analysis Tools for Stata

Stata Journal, (forthcoming)

12 Pages Posted: 29 Aug 2013 Last revised: 26 Jun 2017

Mehmet F. Dicle

Loyola University New Orleans - Joseph A. Butt, S.J. College of Business

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

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

Mehmet Dicle (Contact Author)

Loyola University New Orleans - Joseph A. Butt, S.J. College of Business ( email )

6363 St. Charles Avenue
New Orleans, LA 70118
United States

HOME PAGE: http://researchforprofit.com

John Levendis

Loyola University New Orleans ( email )

6363 St. Charles Ave., box 15
New Orleans, LA 70118
United States

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