Journal of the Korean Data and Information Science Society

한국데이터정보과학회 (The Korean Data and Information Science Society)
권호 표지

A note for hybrid Bollinger bands

  • Rhee, Jung-Soo (Department of Mathematics, Pusan University of Foreign Studies)
  • 투고 : 2010.05.10
  • 심사 : 2010.07.16
  • 발행 : 2010.07.31
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초록

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.

키워드

참고문헌

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