DEVELOPMENT OF METHODOLOGICAL INSTRUMENTS OF TECHNICAL ANALYSIS FOR MANAGING STOCK ASSETS IN CRISIS CONDITIONS
DOI:
https://doi.org/10.25806/uu6-32022739-745Keywords:
technical analysis of financial assets, stock market, financial crisis, investment strategies, portfolio of financial assets.Abstract
Periodic crisis phenomena in the financial markets make relevant issues related to the diagnosis and forecasting of the dynamics of financial markets in the management of an investment portfolio. Technical analysis is one of the main approaches to portfolio management in the market. However, the current instability of the economy requires the improvement of existing technical methods. This study is aimed at developing tools for technical analysis of financial assets and improving portfolio management strategies in times of crisis in the Russian stock market. Indicators of volatility and the depth of the financial crisis were developed using the methods of mathematical statistics, including econometric models. The use of these indicators allows you to optimize portfolio investment management strategies. A technology for the joint application of option strategies and the developed technical analysis tools for managing an investment portfolio in financial crises is proposed. The results obtained demonstrate the positive effectiveness of the proposed recommendations.
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