title: Ð¤Ð¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ ÑÐ¾ÑÐ³Ð¾Ð²Ð¾Ð¹ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ Ð½Ð° Ð¾ÑÐ½Ð¾Ð²Ðµ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¾ÑÐµÐ½ÐºÐ¸ Ð¾Ð±ÑÐµÐ¼Ð° Ð¸ ÑÐ¿ÑÐµÐ´Ð° Ð² ÑÐ¸ÑÑÐµÐ¼Ðµ ÑÐµÑ Ð½Ð¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÑÑÐ½ÐºÐ° ÑÐµÐ½Ð½ÑÑ Ð±ÑÐ¼Ð°Ð³
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 estimating the volume and spread in the system of technical analysis of the securities market
Creators: name: Ð§ÐµÑÐ½Ð¾Ð², ÐÐµÑÐ¼Ð°Ð½
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Ð¾Ð½Ð´Ð¾Ð²ÑÐ¹ ÑÑÐ½Ð¾Ðº
ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð·
ÑÐµÑ Ð½Ð¸ÑÐµÑÐºÐ¸Ð¹ Ð°Ð½Ð°Ð»Ð¸Ð·
Ð¼ÐµÑÐ¾Ð´ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° Ð¾Ð±ÑÐµÐ¼Ð° Ð¸ ÑÐ¿ÑÑÐ´Ð°
Ð¼ÐµÑÐ¾Ð´Ñ ÑÐµÑ Ð½Ð¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð°Ð½Ð°Ð»Ð¸Ð·Ð°
stock market
financial analysis
technical analysis
volume and spread analysis
technical analysis methods

description: Ð¢ÐµÐ¼Ð¾Ð¹ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ²Ð»ÑÐµÑÑÑ ÑÐ¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ ÑÐ¾ÑÐ³Ð¾Ð²Ð¾Ð¹ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ Ð½Ð° Ð¾ÑÐ½Ð¾Ð²Ðµ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¾ÑÐµÐ½ÐºÐ¸ Ð¾Ð±ÑÑÐ¼Ð° Ð¸ ÑÐ¿ÑÐµÐ´Ð° Ð² ÑÐ¸ÑÑÐµÐ¼Ðµ ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¾Ð³Ð¾ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÑÑÐ½ÐºÐ° ÑÐµÐ½Ð½ÑÑ Ð±ÑÐ¼Ð°Ð³. ÐÑÐµÐ´Ð¼ÐµÑÐ¾Ð¼ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ Ð² ÑÐ°Ð±Ð¾ÑÐµ ÑÐ²Ð»ÑÐµÑÑÑ Ð¾ÑÐµÐ½ÐºÐ° Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½Ð¾ÑÑÐ¸ Ð¿ÑÐ¸Ð¼ÐµÐ½ÐµÐ½Ð¸Ñ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¾Ð±ÑÐµÐ¼Ð° Ð¸ ÑÐ¿ÑÑÐ´Ð° Ðº Ð°ÐºÑÐ¸ÑÐ¼ ÑÐ¾Ð¿-15 ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹ ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ Ð±Ð¸ÑÐ¶Ð¸. Ð¦ÐµÐ»ÑÑ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ²Ð»ÑÐµÑÑÑ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ ÑÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð¾ÑÐ½Ð¾Ð² VSA-Ð°Ð½Ð°Ð»Ð¸Ð·Ð° Ð¸ Ð¿ÑÐ¸Ð¼ÐµÐ½ÐµÐ½Ð¸Ðµ ÑÑÐ¸Ñ Ð·Ð½Ð°Ð½Ð¸Ð¹ Ð´Ð»Ñ Ð¿Ð¾ÑÑÑÐ¾ÐµÐ½Ð¸Ñ ÑÐ¾ÑÐ³Ð¾Ð²Ð¾Ð¹ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ Ð´Ð»Ñ ÑÐ°Ð±Ð¾ÑÑ Ð½Ð° ÑÐ¾Ð½Ð´Ð¾Ð²Ð¾Ð¼ ÑÑÐ½ÐºÐµ ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ¾Ð¹ ÐÐ¸ÑÐ¶Ð¸. ÐÐ° Ð¾ÑÐ½Ð¾Ð²Ð°Ð½Ð¸Ð¸ ÑÐ¶Ðµ ÑÑÑÐµÑÑÐ²ÑÑÑÐ¸Ñ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð¾ÑÐµÐ½ÐºÐ¸ Ð¾Ð±ÑÐµÐ¼Ð° Ð¸ ÑÐ¿ÑÐµÐ´Ð° Ð² ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¾Ð¼ Ð°Ð½Ð°Ð»Ð¸Ð·Ðµ, Ð±ÑÐ»Ð¸ ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°Ð½Ñ Ð¸ Ð´Ð°Ð½Ñ ÑÐµÐºÐ¾Ð¼ÐµÐ½Ð´Ð°ÑÐ¸Ð¸ Ð¿Ð¾ ÑÐ°Ð±Ð¾ÑÐµ Ñ Ð½Ð¸Ð¼Ð¸. ÐÑÐ» Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½ Ð°Ð½Ð°Ð»Ð¸Ð· Ð´Ð²Ð¸Ð¶ÐµÐ½Ð¸Ñ ÑÐµÐ½ Ð°ÐºÑÐ¸Ð¹ Â«ÐÐ¾Ð»ÑÐ±ÑÑ ÑÐ¸ÑÐµÐºÂ», Ð¾ÑÐµÐ½ÐµÐ½Ð° Ð¿ÑÐ¸Ð¼ÐµÐ½Ð¸Ð¼Ð¾ÑÑÑ Ð¼ÐµÑÐ¾Ð´Ð¾Ð² Ð°Ð½Ð°Ð»Ð¸Ð· Ð¾Ð±ÑÐµÐ¼Ð° Ð¸ ÑÐ¿ÑÐµÐ´Ð° Ðº Ð´Ð°Ð½Ð½ÑÐ¼ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÐ¼ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ°Ð¼. ÐÐ¾ Ð¸ÑÐ¾Ð³Ð°Ð¼ Ð¾ÑÐµÐ½ÐºÐ¸ Ð±ÑÐ»Ð¾ Ð²ÑÑÐ²Ð»ÐµÐ½Ð¾ ÑÐ¸Ð»ÑÐ½Ð¾Ðµ Ð²Ð»Ð¸ÑÐ½Ð¸Ðµ Ð¸Ð½ÑÑÐ¸ÑÑÑÐ¸Ð¾Ð½Ð°Ð»ÑÐ½ÑÑ Ð¸Ð³ÑÐ¾ÐºÐ¾Ð² Ð½Ð° Ð´Ð²Ð¸Ð¶ÐµÐ½Ð¸Ðµ ÑÐµÐ½ Ð°ÐºÑÐ¸Ð¹. Ð ÑÐ¾Ð´Ðµ ÑÐ°Ð±Ð¾ÑÑ Ð¿Ð¾ÑÑÑÐ¾ÐµÐ½Ð° ÑÐ¾ÑÐ³Ð¾Ð²Ð°Ñ ÑÑÑÐ°ÑÐµÐ³Ð¸Ñ, ÐºÐ¾ÑÐ¾ÑÐ°Ñ Ð±Ð°Ð·Ð¸ÑÑÐµÑÑÑ Ð½Ð° Ð¼ÐµÑÐ¾Ð´Ð°Ñ VSA Ð¸ Ð¼Ð¾Ð¶ÐµÑ Ð±ÑÑÑ Ð¿Ð¾Ð»Ð½Ð¾ÑÑÑÑ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð¸ÑÐ¾Ð²Ð°Ð½Ð°. Ð¢Ð°ÐºÐ¶Ðµ Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð° Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ñ Ð´Ð°Ð½Ð½Ð¾Ð¹ ÑÑÑÐ°ÑÐµÐ³Ð¸Ð¸ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ Ð´Ð¾Ð¿Ð¾Ð»Ð½Ð¸ÑÐµÐ»ÑÐ½ÑÑ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð¾Ð², Ð° ÑÐ°ÐºÐ¶Ðµ Ð¼Ð°ÑÐµÐ¼Ð°ÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð¸ ÑÑÐ°ÑÐ¸ÑÑÐ¸ÑÐµÑÐºÐ¸Ñ Ð¼ÐµÑÐ¾Ð´Ð¾Ð². ÐÐ°Ð½Ð½Ð°Ñ ÑÑÑÐ°ÑÐµÐ³Ð¸Ñ Ð¿Ð¾ÐºÐ°Ð·Ð°Ð»Ð° Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÑ Ð¸ Ð¼Ð¾Ð¶ÐµÑ Ð±ÑÑÑ Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð° Ð´Ð»Ñ ÑÐµÐ°Ð»ÑÐ½ÑÑ ÑÐ¾ÑÐ³Ð¾Ð² Ð½Ð° Ð±Ð¸ÑÐ¶Ðµ. ÐÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð°Ð²ÑÐ¾Ð¼Ð°ÑÐ¸Ð·Ð°ÑÐ¸Ð¸ Ð² Ð±Ð¸ÑÐ¶ÐµÐ²Ð¾Ð¹ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ðµ Ð¿Ð¾Ð·Ð²Ð¾Ð»ÑÐµÑ ÑÐ½Ð¸Ð·Ð¸ÑÑ Ð½Ð°Ð³ÑÑÐ·ÐºÑ Ð½Ð° ÑÑÐµÐ¹Ð´ÐµÑÐ° Ð¸ Ð¿Ð¾Ð»ÑÑÐ¸ÑÑ Ð±Ð¾Ð»ÑÑÑÑ Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÑ Ð¿ÑÐ¸ Ð¼ÐµÐ½ÑÑÐ¸Ñ Ð²ÑÐµÐ¼ÐµÐ½Ð½ÑÑ Ð·Ð°ÑÑÐ°ÑÐ°Ñ.
description: The subject of the research is to assess the possibility of applying the volume and spread methods to the shares of the top 15 companies of the Moscow Exchange. The purpose of the research is to study the theoretical foundations of VSA analysis and apply this knowledge to build a trading strategy for working on the stock market of the Moscow Exchange. Based on the existing methods of estimating the volume and spread in technical analysis, recommendations for working with them were developed and given. The analysis of the price movement of Blue-chip stocks was car-ried out, and the applicability of the volume and spread analysis methods to these financial instruments was evaluated. According to the results of the evaluation, a strong influence of institutional players on the movement of stock prices was revealed. In the course of the work, a trading strategy is built, which is based on VSA methods and can be fully automated. This strategy has shown profitability and was also optimized using additional algorithms, as well as mathematical and statistical methods. This strategy can be used for real trading on the stock exchange. The use of automation in exchange trading allows you to reduce the load on the trader and get more profitability with less time spent.