Research Article
Fractional Black-Scholes Model and Technical Analysis of Stock Price
Table 1
Ratio of SPY in 2008ā2011.
| Year | ā B-B | RSI | ROC | ROC | ROC |
| 2008 | 95.71% | 97.91% | 73.44% | 90.04% | 98.76% | 2009 | 98.28% | 91.60% | 68.75% | 90.00% | 100% | 2010 | 97.60% | 91.59% | 82.41% | 100% | 100% | 2011 | 95.69% | 97.06% | 80.83% | 97.50% | 100% |
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