Buying stock market winners on Warsaw Stock Exchange - quantitative backtests of a short term trend following strategy

机译：在华沙证券交易所（Warsaw Stock Exchange）上购买股票市场的赢家-策略后短期趋势的定量回测

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This paper focuses on one of the most popular issues in the Polish finance - is the `buying stock market winners' profitable on the Warsaw Stock Exchange? This study tested whether Ichimoku trend following strategy performed better than simple buy & hold benchmark. For automated backtests WIG30 index components in the period 2012-12-28 to 2015-05-06 were used. The empirical results suggest that buying recent “winners” is very ineffective. These preliminary findings may imply contrarian nature of the short-term Polish financial market.

机译：本文关注的是波兰金融界最受欢迎的问题之一-“购买股票市场赢家”在华沙证券交易所是否有利可图？这项研究测试了Ichimoku趋势跟踪策略是否比简单的买入并持有基准表现更好。对于自动回测，使用了2012-12-28至2015-05-06期间的WIG30指数组件。实证结果表明，购买新近的“赢家”是非常无效的。这些初步发现可能暗示着短期波兰金融市场的逆势性质。

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《Federated Conference on Computer Science and Information Systems》|2015年|1361-1366|共6页
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Fafula Aleksander; Drelczuk Krzysztof;
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stock markets; Polish financial market; WIG30 index component; Warsaw stock exchange; stock market; Benchmark testing; Companies; Indexes; Market research; Resistance; Stock markets; Time series analysis;

机译：股票市场;波兰金融市场; WIG30指数成分;华沙证券交易所;股票市场;基准测试;公司;指数;市场研究;电阻;股票市场;时间序列分析;

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4. Buying stock market winners on Warsaw Stock Exchange - quantitative backtests of a short term trend following strategy [C] . Fafula Aleksander, Drelczuk Krzysztof Federated Conference on Computer Science and Information Systems . 2015

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Buying stock market winners on Warsaw Stock Exchange - quantitative backtests of a short term trend following strategy

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