openPR Logo
Press release

ATR: High volatility as success factor for trading.

02-10-2020 03:39 PM CET | Business, Economy, Finances, Banking & Insurance

Press release from: Dr. Deinwallner

Recently, a relevant article has been published to the issue of the average true range (ATR) and a simple moving average (SMA) trading strategy in the International Journal of Recent Scientific Research (IJRSR), by Dr. Ulrich R. Deinwallner. Dr. Ulrich R. Deinwallner has published so far several articles regarding relevant research to investment strategies for U.S. stock markets. According to the findings in his current article, excess returns could be achieved, if high ATR values were selected, which means for a SMA(20), with 20 average number of days, that returns of 21.84% per month could be achieved. The returns were so high, because only during high volatile market phases SMA(20) trading rules were considered. During semi efficient market phases volatility can be higher, and high values for the ATR can be a form of selecting these equity market phases. Essentially, the Russel 2000 index exhibited (n = 967 until 1,099 trading days) during a time period of the past 20 years for this trading strategy, which also refers to circa 54 trading days per year for an investor. More can be learn to the risks and returns from the open-access article in the IJRSR published by Dr. Ulrich R. Deinwallner.

Deinwallner U. R. (2020). Average Ture Range: High volatility as a success factor for trading. International Journal of Recent Scientific Research, 11(1), 36805-36812. doi:10.24327/ijrsr.2020.1101.4999

Dr. Ulrich R. Deinwallner
---------------------------------
Volmerswerther Str. 384
40221 Duesseldorf
Germany
info@deinwallner.de

Dr. Ulrich R. Deinwallner has published so far several articles regarding relevant research to management and finance issues, such as investment strategies for U.S. stock markets. Also see www.deinwallner.com/index.php/publication

This release was published on openPR.

Permanent link to this press release:

Copy
Please set a link in the press area of your homepage to this press release on openPR. openPR disclaims liability for any content contained in this release.

You can edit or delete your press release ATR: High volatility as success factor for trading. here

News-ID: 1924199 • Views:

More Releases for Ulrich

Pneumatic Tourniquet Market Size [2023-2031] - Ulrich Medical, Medion Healthcare
Newark, New Castle, USA - The latest report from Growth Plus Reports analyzes the production, potential applications, demand, major manufacturers, and SWOT analysis of the global Pneumatic Tourniquet Market. The Pneumatic Tourniquet Market Report assists in determining the optimum distribution methods for certain products as well as possible markets for future product launches. The report also analyses the purchase and supply trends that influence the market's production strategy. The Pneumatic Tourniquet
For reliable application and hygiene: New tapered disposable cuffs from ulrich m …
Tourniquet cuffs with a tapered shape for disposable use are now also available in size XL from ulrich medical, the Ulm family-owned company. At medica 2011, ulrich medical presented its new disposable cuffs for tourniquet applications in sizes S, M and L for the first time. Barely three months later, there is once again news from Ulm: The manufacturer of German tourniquets is now also offering tapered disposable cuffs
ulrich medical launches disposable cuffs
Beginning November 16, 2011, disposable tourniquet cuffs will be available from ulrich medical, a family-owned business based in Ulm, Germany. The move, which will expand the product portfolio of this traditional tourniquet manufacturer and german market leader, will allow the company to offer its clients a wide variety of disposable and reusable cuffs for its exclusive tourniquets. Available in sizes ranging between S and L, the new disposable cuffs come in sterile
Refreshingly easy to clean - ulrich clean wave rongeurs
At the long-established company of ulrich medical in Ulm, Germany, “clean wave” lives up to its name. The rongeurs feature a new shaft design which facilitates processing considerably. The sophisticated waveform of the shaft allows the instrument to be cleaned without disassembly. Therefore, it can be easily processed, but at the same time safely and efficiently. This not only saves time but also ensures long-term full functionality and long instrument life. The surface
Semi-detachable punches by ulrich medical - cleaning in one piece
Thanks to its modern flip mechanism, the processing of ulrich medical punches is a cinch. Cleaning is done with the instruments in one piece. This eliminates, in contrast to conventional punches, time-consuming threading or loss of parts. ulrich sales manager Martina Di Jullo about the punches, which are among the top sellers at ulrich medical: "The innovative flip mechanism is easy and fast. This allows the instruments to be efficiently cleaned and
Ulrich Weber To Leave Evonik’s Management Board
At the end of the month, Ulrich Weber, member of Evonik’s Executive Board and chief officer responsible for human resources and labor relations, will leave the company before his term ends. Essen, Germany, 17.06.09. Ulrich Weber, who is 59 years old, will leave at the end of the month, before his term as member of the Executive Board and chief officer for human resources and labor relations (CHRO) ends. Mr. Weber