학술논문

Is the Rate-of-Change Oscillator Profitable?
Document Type
Article
Source
Journal of Investing; Fall2011, Vol. 20 Issue 3, p72-74, 3p
Subject
STOCK prices
PRICES of securities
FINANCIAL performance
STANDARD & Poor's 500 Index
DOW Jones industrial average
Language
ISSN
10680896
Abstract
The article presents information on the profitability of the rate-of-change (ROC) oscillator. A substantial change in stock price will trigger a notable change in the ROC. The ROC rule associated with Bollinger Bands in the U.S. and the European markets performs better in the S&P 500 Index and the Dow Jones Industrials.