The effectiveness of technical investment strategies for individual investors on the JSE Limited

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dc.contributor.advisor Jean Struweg en_US
dc.contributor.author Baard, Vaughan
dc.date.accessioned 2012-06-07T11:43:35Z
dc.date.available 2012-06-07T11:43:35Z
dc.date.issued 2012-06-07
dc.date.submitted 2011-05-30
dc.identifier.uri http://hdl.handle.net/10210/5046
dc.description M. Comm. en_US
dc.description.abstract This research considers if it is possible for an individual investor investing on the JSE to achieve returns greater than that of the market, represented by the Satrix 40 as a market proxy, by implementing an active investment strategy based on moving average technical trading rules. The moving average technical trading rules which were applied in the research were based on a previous study presented by Brock et al. (1992), but were applied in a South African context. Of the twenty-six different trading rules tested as part of the study, eight were found to achieve greater overall returns than the Satrix 40 over the sample period. The results of the study therefore suggest that it is possible for an investor to better the market returns, represented by the Satrix 40 as a market proxy, using certain moving average technical trading rules. en_US
dc.language.iso en en_US
dc.subject Individual investors en_US
dc.subject Investment strategy en_US
dc.subject Moving average technical trading rules en_US
dc.subject Johannesburg Stock Exchange en_US
dc.title The effectiveness of technical investment strategies for individual investors on the JSE Limited en_US
dc.type Mini-Dissertation en_US

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