Extracto
Contents
Abstract
Introduction
Stock Market Prediction Methods
Bollinger Bands
Moving Averages
3-Months Moving Average of Monthly S&P index Data for the past 30 years
Regression Lines
Model Explanation
Financial Crisis – Events Analysis
Hypothesis
Data Collection
Research Methodology
Application of Regression Model
Analysis
Validity of model under different market conditions
S&P 500 value at different sell off scenarios:
At 5% sell off
At 10% sell off
At 15% sell off
At 20% sell off
Interpretation of results
Impact of various Macroeconomic factors on S&P Value
CPI
PPI
GDP
Money Aggregates
Validity of the predictions with the real world data
Conclusion
Appendix
Matlab Code & GUI
Works Cited
Final del extracto de 33 páginas
- Citar trabajo
- Victor Odour (Autor), 2011, Quantitative analysis of large stock market crashes, Múnich, GRIN Verlag, https://www.grin.com/document/267038
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