Nasdaq-100 Index Composition by Industry

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2024-09-20

Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application

Identificación de patrones Fast-Slow de corto plazo empleando el futuro del Nasdaq-100 a través de una aplicación de análisis técnico

DOI:

https://doi.org/10.15446/dyna.v91n233.112700

Palabras clave:

Nasdaq-100, market anomalies, futures market, technical analysis (en)
Nasdaq-100, anomalías de mercado, mercado de futuros, análisis técnico (es)

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Autores/as

In recent decades, the analysis of atypical behavior in asset prices has become relevant, since participants in financial markets recognize that the idea of perfect markets is distanced from reality. The purpose of this research is to present a trading strategy through the identification of short-term chart patterns, based on anomalies in the future price of the Nasdaq-100 index. The historical backtesting methodology will be used in the technical analysis of the asset to quantify the performance of the identified patterns. It will be verified that the anomalies in the stock index are not temporary; rather, they persist and recur on a recurring basis, especially in intraday events. Additionally, the best performing trading session will be determined. This work will provide retail traders with trading guidelines to approach the markets with a statistically profitable strategy.

En las últimas décadas, ha tomado relevancia el análisis de comportamientos atípicos en los precios de activos, ya que los participantes en los mercados financieros reconocen que la idea de mercados perfectos se distancia de la realidad. El propósito de esta investigación es presentar una estrategia de negociación a través de la identificación de patrones gráficos a corto plazo, basados en anomalías en la cotización del futuro del índice Nasdaq-100. Se empleará la metodología de backtesting histórico en el análisis técnico del activo para cuantificar el rendimiento de los patrones identificados. Se comprobará que las anomalías en el índice bursátil no son pasajeras; más bien, persisten y se repiten de forma recurrente, especialmente en eventos intradía. Además, se determinará la sesión bursátil de mejor rendimiento. Este trabajo brindará a los traders minoristas pautas de negociación para abordar los mercados con una estrategia estadísticamente rentable.

Referencias

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Cómo citar

IEEE

[1]
L. F. Montes-Gómez, D. S. Gúzman-Aguilar, y L. A. Pinzon-Sanchez, «Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application», DYNA, vol. 91, n.º 233, pp. 94–103, ago. 2024.

ACM

[1]
Montes-Gómez, L.F., Gúzman-Aguilar, D.S. y Pinzon-Sanchez, L.A. 2024. Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application. DYNA. 91, 233 (ago. 2024), 94–103. DOI:https://doi.org/10.15446/dyna.v91n233.112700.

ACS

(1)
Montes-Gómez, L. F.; Gúzman-Aguilar, D. S.; Pinzon-Sanchez, L. A. Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application. DYNA 2024, 91, 94-103.

APA

Montes-Gómez, L. F., Gúzman-Aguilar, D. S. y Pinzon-Sanchez, L. A. (2024). Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application. DYNA, 91(233), 94–103. https://doi.org/10.15446/dyna.v91n233.112700

ABNT

MONTES-GÓMEZ, L. F.; GÚZMAN-AGUILAR, D. S.; PINZON-SANCHEZ, L. A. Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application. DYNA, [S. l.], v. 91, n. 233, p. 94–103, 2024. DOI: 10.15446/dyna.v91n233.112700. Disponível em: https://revistas.unal.edu.co/index.php/dyna/article/view/112700. Acesso em: 21 abr. 2025.

Chicago

Montes-Gómez, Luis Fernando, Diana Sirley Gúzman-Aguilar, y Luis Alberto Pinzon-Sanchez. 2024. «Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application». DYNA 91 (233):94-103. https://doi.org/10.15446/dyna.v91n233.112700.

Harvard

Montes-Gómez, L. F., Gúzman-Aguilar, D. S. y Pinzon-Sanchez, L. A. (2024) «Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application», DYNA, 91(233), pp. 94–103. doi: 10.15446/dyna.v91n233.112700.

MLA

Montes-Gómez, L. F., D. S. Gúzman-Aguilar, y L. A. Pinzon-Sanchez. «Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application». DYNA, vol. 91, n.º 233, agosto de 2024, pp. 94-103, doi:10.15446/dyna.v91n233.112700.

Turabian

Montes-Gómez, Luis Fernando, Diana Sirley Gúzman-Aguilar, y Luis Alberto Pinzon-Sanchez. «Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application». DYNA 91, no. 233 (agosto 1, 2024): 94–103. Accedido abril 21, 2025. https://revistas.unal.edu.co/index.php/dyna/article/view/112700.

Vancouver

1.
Montes-Gómez LF, Gúzman-Aguilar DS, Pinzon-Sanchez LA. Identification of short term Fast-Slow patterns using the Nasdaq-100 future through a technical analysis application. DYNA [Internet]. 1 de agosto de 2024 [citado 21 de abril de 2025];91(233):94-103. Disponible en: https://revistas.unal.edu.co/index.php/dyna/article/view/112700

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