Akkoord dat in een vacuum TA onzinnig is. Maar als er genoeg mensen zijn die er in geloven (en algoritmes die er naar handelen) wordt het een self-fulfilling prophecy. En dan werkt het misschien wel. Niet om de reden dat het hoort te werken, maar omdat de "regels" door genoeg gebruikers worden geloofd die er dan naar handelen.
Ja maar als daar 'technische' indicatoren voor zijn, dan zou dat gemakkelijk kunnen gefrontrunned worden door algo's (wat trouwens gebeurde vroeger door de Goldman Sachsen van de wereld en dan soms korte periode lukte).
Dat je dat zelf aan je pc probeert met de meest basic 'signalen', lijkt mij moedig, maar nogal onrealistisch dat dat beter zou doen dan die algo's of een index op lange termijn.
Wat betreft psychologische marktschommelingen voorspellen, bestaat daar al lang een beschrijving van (met het risico weer als pseudo intellectueel beschimpt te worden, maar ik kan er ook niet aan doen dat alles wat hier verkondigd wordt al 500x debunked is, als je wat interesse hebt in wat vroeger ook geprobeerd werd):
Keynes, 'The general theory', hoofdstuk 12, deel 5:
It happens, however, that the energies and skill of the professional investor and speculator are mainly occupied otherwise. For most of these persons are, in fact, largely concerned, not with making superior long-term forecasts of the probable yield of an investment over its whole life, but with
foreseeing changes in the conventional basis of valuation a short time ahead of the general public. They are concerned, not with what an investment is really worth to a man who buys it “for keeps”, but with what the market will value it at, under the influence of mass psychology, three months or a year hence.
This battle of wits to anticipate the basis of conventional valuation a few months hence, rather than the prospective yield of an investment over a long term of years, does not even require gulls amongst the public to feed the maws of the professional; — it can be played by professionals amongst themselves. Nor is it necessary that anyone should keep his simple faith in the conventional basis of valuation having any genuine long-term validity. For it is, so to speak,
a game of Snap, of Old Maid, of Musical Chairs — a pastime in which he is victor who says Snap neither too soon nor too late, who passes the Old Maid to his neighbour before the game is over, who secures a chair for himself when the music stops. These games can be played with zest and enjoyment, though all the players know that it is the Old Maid which is circulating, or that when the music stops some of the players will find themselves unseated.
It is not a case of choosing those which, to the best of one’s judgment, are really the prettiest, nor even those which average opinion genuinely thinks the prettiest.
We have reached the third degree where we devote our intelligences to anticipating what average opinion expects the average opinion to be. And there are some, I believe, who practise the fourth, fifth and higher degrees.
If the reader interjects that there must surely be large profits to be gained from the other players in the long run by a skilled individual who, unperturbed by the prevailing pastime, continues to
purchase investments on the best genuine long-term expectations he can frame (= fundamentele analyse), he must be answered, first of all, that there are, indeed, such serious-minded individuals and that it makes a vast difference to an investment market whether or not they predominate in their influence over the game-players.
Moreover, life is not long enough; —
human nature desires quick results, there is a peculiar zest in making money quickly, and remoter gains are discounted by the average man at a very high rate. The game of professional investment is intolerably boring and over-exacting to anyone who is entirely exempt from the gambling instinct; whilst he who has it must pay to this propensity the appropriate toll.
Incoming: haha Keynes, wat een irrelevante ouwe knol
