Journal of Applied Mathematics / 2013 / Article / Tab 1

Research Article

Fractional Black-Scholes Model and Technical Analysis of Stock Price

Table 1

Ratio of SPY in 2008–2011.

Year 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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