Hybrid trading models in the context of preferred stocks
Abstract
This scientific article investigates the application of hybrid trading models in the context of preferred stocks. The study aims to compare the performance of two portfolios: 1) the typical buy and hold dividend strategy and 2) a hybrid ex-dividend date strategy consisting of fundamental and technical elements.
The research presents a dataset comprising historical prices, dividend information and relevant technical indicators for preferred stocks. In addition to that a comparative analysis is conducted between the hybrid model and the conventional investment strategy, evaluating their performance in terms of yield. The findings highlight the potential benefits of the hybrid trading models in terms of profitability enhancment and risk management.
In conclusion, this research contributes to the evolving field of financial modeling by introducing and validating a hybrid trading approach tailored to preferred stocks. The results underscore the importance of integrating advanced analytical techniques in developing effective trading strategies, ultimately paving the way for more informed and profitable investment decisions in the realm of preferred stocks.
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