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TECHNICAL ANALYSIS

2018-2019

FrIESEG School of Management ( IÉSEG )

Code Cours :

1819-IÉSEG-M1S1-FIN-MA-EI71UE

FINANCE


Niveau Année de formation Période Langue d'enseignement 
Master1S1FrEnglish
Professeur(s) responsable(s)M.PETITJEAN
Intervenant(s)M.PETITJEAN


Pré requis

Students who register for this course should be familiar with
1. basic calculus, statistics and probability theory;
2. financial derivatives such as forward and option contracts;
3. basic knowledge of data management (e.g., MS Excel);
4. knowledge of Bloomberg Terminal.

Objectifs du cours

At the end of the course, the student should be able to:
-understand the basic principles of technical analysis that include technical indicators and patterns;
-understand the basic extensions to technical analysis
-understand the technical analysis controversy and its relationship to market efficiency and behavioural finance.

Contenu du cours

Technical analysis examines the practical value of two types of analysis: charting, which identifies geometric patterns in the history of prices, and technical indicators approach, which mechanically applies mathematical trading rules constructed from past and present prices (and volumes). Such approaches ignore fundamental information about the price; however, they have been shown to result in trading profitability and are widely used by banks, fund managers and hedge funds. This course is aimed at providing students with an understanding of how technical analysis is used to uncover trends and predict turning points in financial markets. In addition, the course covers a number of related issues that include the efficient market hypothesis, event studies, calendar effects, market anomalies, and behavioral finance considerations.


Modalités d'enseignement

Organisation du cours

TypeNombre d'heuresRemarques
Independent work
Research4,00  
Face to face
lecture16,00  
Independent study
Individual Project30,00  
Charge de travail globale de l'étudiant50,00  

Méthodes pédagogiques

  • E-learning
  • Interactive class
  • Project work
  • Research


Évaluation

The final exam will involve an individual take-home exam/project (data analysis and a written report).

Type de ContrôleDuréeNombrePondération
Continuous assessment
QCM0,00010,00
Others
Individual Project0,00090,00
TOTAL     100,00

Bibliographie

  • 1. "Technical Analysis: The Complete Resource for Financial Market Technicians" (2nd Edition) by Charles D. Kirkpatrick II and Julie Dahlquist, FT Press (2010); -

  • Bloomberg: Technical Analysis - Handbook. -


Ressources internet



 
* Informations non contractuelles et pouvant être soumises à modification
 
 
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