FUZZY LOGIC METHODS FOR STOCHASTIC OSCILLATOR AND BOLLINGER BANDS TRAIDING IN SHARES AND OPTIONS

• Main Author: ABDURRACHMAN HARTANTO, BAMBANG
• Format: Final Project
• Language: Indonesia
• Online Access: https://digilib.itb.ac.id/gdl/view/18135
• Institution: Institut Teknologi Bandung

Currency trading activity is a form of investment that has a high risk-high return profile. This form of investment is usually preferred by aggressive investors (investors who are willing to bear high risk) and market speculators. To address the risks, investors are developing a wide range of analytical techniques and currency derivative products to hedge investments, one of which is an option. In this thesis, fuzzy approach is used to assist investor's decision-making in currency <br /> <br /> <br /> <br /> <br /> and options trading activities. A method of fuzzy approach is implemented on the exponential moving average (EMA) technical analysis and European option pricing based on Garman-Kohlhagen that produces belief degree output as the results of technical analysis and option pricing calculation. Furthermore, the belief degree of the technical analysis and European options will be used to make decisions in a simulated currency and options trading that was conducted from 6th September 2012 to 2nd October 2012. The results of the simulation showed that with the appropriate determination of the input, this method can help investors to make a better decision-making in trading. <br />