title: Ð¤Ð¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ ÑÐ¾ÑÐ³Ð¾Ð²Ð¾Ð¹ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ Ð½Ð° Ð¾ÑÐ½Ð¾Ð²Ðµ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² ÑÐµÑ Ð½Ð¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÑÐ¾Ð½Ð´Ð¾Ð²ÑÑ Ð´ÐµÑÐ¸Ð²Ð°ÑÐ¸Ð²Ð¾Ð² ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ Ð±Ð¸ÑÐ¶Ð¸
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Formation of a trading strategy based on the methods of technical analysis of stock derivatives of the Moscow Exchange
Creators: name: ÐÐ¾Ð»ÐºÐ¾Ð², ÐÐ¾ÑÐ¸Ñ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2021
Subjects: ÑÐµÑ Ð½Ð¸ÑÐµÑÐºÐ¸Ð¹ Ð°Ð½Ð°Ð»Ð¸Ð·
Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¸
ÑÑÐ½Ð¾Ðº ÑÐ¾Ð½Ð´Ð¾Ð²ÑÑ Ð´ÐµÑÐ¸Ð²Ð°ÑÐ¸Ð²Ð¾Ð²
Ð¼Ð¾ÑÐºÐ¾Ð²ÑÐºÐ°Ñ Ð±Ð¸ÑÐ¶Ð°
Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð½ÑÐµ ÑÐ¾ÑÐ³Ð¾Ð²ÑÐµ ÑÐ¸ÑÑÐµÐ¼Ñ
technical analysis
investments
stock derivatives market
moscow exchange
automated trading systems

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description: In the course of the study, the following tasks were solved: 1. Definition of the essence and postulates of technical analysis. 2. Classification of technical analysis methods. 3. Study of technical analysis indicators in the futures market. 4. Research of stock derivatives of the Moscow Exchange as the object of technical analysis. 5. Selection, construction, optimization and testing of a trading strategy on the stock derivatives market of the Moscow Exchange. 6. Preparation of the analysis of the forecast results of the application of the trading strategy. All calculations in the work are based on the historical values of the opening, closing, maximum, minimum prices and volume of futures contracts of the Moscow Stock Exchange for the time period analyzed in the work. As a result, we created and analyzed an anti-trend strategy that opens only long positions using technical analysis signals. The analysis of the forecast results of the strategy showed that the trading system works profitably, but the performance indicators of the strategy calculated in the work showed that the use of the trading strategy involves more risk than profit and, accordingly, the strategy is not attractive for investment. The paper suggests ideas for improving the created strategy by diversifying and using more technical indicators to enter and exit a position.