Technical Financial Analysis Tools for Stata
Stata Journal, (forthcoming)
12 Pages Posted: 29 Aug 2013 Last revised: 26 Jun 2017
Date Written: June 23, 2017
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
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