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20131
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Subject: Financial Management × Author: Jasleen × End date: 2014 × Start date: 2013 ×
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    ThesisItemOpen Access
    Performance of moving average based technical Signals: A study of selected commodity future indices
    (Punjab Agricultural University, Ludhiana, 2013) Jasleen
    The research project entitled “Performance of moving average based technical signal: A study of selected commodity future indices” was undertaken with the objectives to study the performance of technical indicators: moving average and moving average convergence divergence in four commodity future indices namely MCX Comdex, MCX Metal, MCX Energy and MCX Agri. For the purpose of achieving the objectives data was collected for each trading day for a period from 1st January 2007 to 31st December 2011. Relatively higher returns were observed in short term moving averages and medium term moving averages. Returns were significantly different among various types of DMA only in MCX Metal. MACD generated returns were also found to be significantly different among various types of indices with MCX Comdex yielding maximum positive returns. .