Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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A note for hybrid Bollinger bands

  • Rhee, Jung-Soo (Department of Mathematics, Pusan University of Foreign Studies)
  • Received : 2010.05.10
  • Accepted : 2010.07.16
  • Published : 2010.07.31
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Abstract

We introduce some techniques to decompose the impulse (the unit sample) into several dilated pieces in the discrete time domain. From the decomposition of the impulse, we obtain localized moving averages. Thus we construct hybrid Bollinger bands that may give various strategies for stock traders. By simulations, we report that more than 94% of stock prices of companies in KOSPI 200 are inside this hybrid Bollinger band.

Keywords

References

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