STUDY OF THE COMPATIBILITY OF THE FUTURES AND SPOT MARKET WITH RESPECT TO TECHNICAL ANALYSIS
VADELİ İŞLEM PİYASALARI İLE SPOT PİYASALARININ BİRBİRİ İLE UYUMUNUN TEKNİK ANALİZ AÇISINDAN İNCELENMESİ

Author : Sadık CEYLAN -- Çiğdem ÖZARI
Number of pages : 473-487

Abstract

Developments in the spot market value of financial assets (price movements) are also reflected in derivative products. This serves as a hedge when the investors provide the assurance of the investments they make in the spot market by creating positions in the derivative products. This study is to determine “the rapport of technical analysis of the relationship between price movements of financial assets and price movements of derivative products” as a topic that will help the investors to realize these goals. For this, the closing prices on 04/01/2010 - 28/04/2017 between the spot prices of BIST30 index and the underlying asset of BIST30 being the forward transaction contracts were taken into consideration and the historical relations of signals of the most used indicators such as the MACD, RSI as well as Stochastic Slow by investors and the similarities and differences of total yield have been examined.

Keywords

Technical Analysis, Derivative Markets, BIST30, Indicators.

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