Fractional Black-Scholes Model and Technical Analysis of Stock Price

Table 2

Ratio of QQQ in 2008–2011.

Year	𝑆𝑡∈ B-B	RSI ∈[20,80]	ROC ∈[−5,5]	ROC ∈[−10,10]	ROC ∈[−20,20]
2008	97.00%	95.82%	58.92%	87.97%	98.76%
2009	96.12%	91.60%	66.25%	91.25%	100%
2010	96.63%	81.78%	74.07%	99.54%	100%
2011	94.40%	96.64%	80.00%	96.67%	100%