Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities

Cilt: 6 Sayı: 1 1 Mart 2016
  • Mansoor Maitah
  • Petr Procházka
  • Michal Cermak
  • Karel šrédl
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Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities

Abstract

This paper is focused on evaluating the trading rule of indicator Commodity Channel Index, using selected agricultural commodities. The reason of testing is that this indicator is calculated with respect to fluctuation of commodity market – volatility. The recent issue of commodity markets examines trading under risk. The concept is in analyzing of predictive power of Commodity Channel Index. The main core of this paper is if the trading strategy under evaluating using technical analysis, respectively Commodity Channel Index, reaches positive profit. The returns of trading rule are measured using signals to buying or selling and comparison each of them. Authors of this paper created trading rule based on Commodity channel index and tested it on commodity markets. The results are positive in term of % CCI. Findings of the strategy are positive due to measurement volatility involved in indicator. The commodity markets are volatile, time series are fluctuating due to actual announcements or news.

Keywords

Ayrıntılar

Birincil Dil

İngilizce

Konular

-

Bölüm

-

Yazarlar

Mansoor Maitah Bu kişi benim

Petr Procházka Bu kişi benim

Michal Cermak Bu kişi benim

Karel šrédl Bu kişi benim

Yayımlanma Tarihi

1 Mart 2016

Gönderilme Tarihi

1 Mart 2016

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2016 Cilt: 6 Sayı: 1

Kaynak Göster

APA
Maitah, M., Procházka, P., Cermak, M., & šrédl, K. (2016). Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. International Journal of Economics and Financial Issues, 6(1), 176-178. https://izlik.org/JA54CC26KG
AMA
1.Maitah M, Procházka P, Cermak M, šrédl K. Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. IJEFI. 2016;6(1):176-178. https://izlik.org/JA54CC26KG
Chicago
Maitah, Mansoor, Petr Procházka, Michal Cermak, ve Karel šrédl. 2016. “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”. International Journal of Economics and Financial Issues 6 (1): 176-78. https://izlik.org/JA54CC26KG.
EndNote
Maitah M, Procházka P, Cermak M, šrédl K (01 Mart 2016) Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. International Journal of Economics and Financial Issues 6 1 176–178.
IEEE
[1]M. Maitah, P. Procházka, M. Cermak, ve K. šrédl, “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”, IJEFI, c. 6, sy 1, ss. 176–178, Mar. 2016, [çevrimiçi]. Erişim adresi: https://izlik.org/JA54CC26KG
ISNAD
Maitah, Mansoor - Procházka, Petr - Cermak, Michal - šrédl, Karel. “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”. International Journal of Economics and Financial Issues 6/1 (01 Mart 2016): 176-178. https://izlik.org/JA54CC26KG.
JAMA
1.Maitah M, Procházka P, Cermak M, šrédl K. Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. IJEFI. 2016;6:176–178.
MLA
Maitah, Mansoor, vd. “Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities”. International Journal of Economics and Financial Issues, c. 6, sy 1, Mart 2016, ss. 176-8, https://izlik.org/JA54CC26KG.
Vancouver
1.Mansoor Maitah, Petr Procházka, Michal Cermak, Karel šrédl. Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities. IJEFI [Internet]. 01 Mart 2016;6(1):176-8. Erişim adresi: https://izlik.org/JA54CC26KG