Creating alpha via FA, TA and NA
Fundamental, technical and news analysis are the commonly used strategies by market analysts to identify alpha stocks in the stock market. In this paper, these three analyses were merged to examine the effectiveness in stock investing. Studies of quantitative and qualitative exploration form the ran...
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2023
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sg-ntu-dr.10356-1678522023-07-07T18:06:40Z Creating alpha via FA, TA and NA Leow, Clarence Kai Siang Wong Jia Yiing, Patricia School of Electrical and Electronic Engineering EJYWong@ntu.edu.sg Engineering::Electrical and electronic engineering Fundamental, technical and news analysis are the commonly used strategies by market analysts to identify alpha stocks in the stock market. In this paper, these three analyses were merged to examine the effectiveness in stock investing. Studies of quantitative and qualitative exploration form the ranking methodology based on fundamental analysis for the stocks in the Telecommunication Services sector. Chart patterns, moving average, relative strength index and volume weightage were introduced to perform technical analysis on the stocks of these companies. Economic, political, and business news were also used to analyze the stock trend information. It was determined that the analytical approach of employing fundamental analysis to look into stock fundamentals and technical and news analysis to look into anomalies in price movement was practical and efficient. Bachelor of Engineering (Electrical and Electronic Engineering) 2023-06-01T05:14:43Z 2023-06-01T05:14:43Z 2023 Final Year Project (FYP) Leow, C. K. S. (2023). Creating alpha via FA, TA and NA. Final Year Project (FYP), Nanyang Technological University, Singapore. https://hdl.handle.net/10356/167852 https://hdl.handle.net/10356/167852 en application/pdf Nanyang Technological University |
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Engineering::Electrical and electronic engineering Leow, Clarence Kai Siang Creating alpha via FA, TA and NA |
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Fundamental, technical and news analysis are the commonly used strategies by market analysts to identify alpha stocks in the stock market. In this paper, these three analyses were merged to examine the effectiveness in stock investing. Studies of quantitative and qualitative exploration form the ranking methodology based on fundamental analysis for the stocks in the Telecommunication Services sector. Chart patterns, moving average, relative strength index and volume weightage were introduced to perform technical analysis on the stocks of these companies. Economic, political, and business news were also used to analyze the stock trend information. It was determined that the analytical approach of employing fundamental analysis to look into stock fundamentals and technical and news analysis to look into anomalies in price movement was practical and efficient. |
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Wong Jia Yiing, Patricia |
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Wong Jia Yiing, Patricia Leow, Clarence Kai Siang |
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Final Year Project |
author |
Leow, Clarence Kai Siang |
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Leow, Clarence Kai Siang |
title |
Creating alpha via FA, TA and NA |
title_short |
Creating alpha via FA, TA and NA |
title_full |
Creating alpha via FA, TA and NA |
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Creating alpha via FA, TA and NA |
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Creating alpha via FA, TA and NA |
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creating alpha via fa, ta and na |
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Nanyang Technological University |
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2023 |
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https://hdl.handle.net/10356/167852 |
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