The “FANTAM” Frontier Predictive Model - A Rhythmic & Unknown Relationship between Technical & Fundamental Analysis to Portfolio Selection & Returns Optimisation in Indian Stock Market

Abstract

Purpose: The primary purpose of this paper is to understand the rhythmic &unknown relationship between Technical& Fundamental analysis to leverage the portfolio selection & investment management with respect to risk management & superior returns with in specific time frame.

Design /Methodologies/Approach: In this paper we use Bombay Stock Exchange selected shares& apply Fundamental analysis for selecting portfolio & Technical analysis along with expert trading mechanism for portfolio superior earning optimisation. The empirical analysis includes back testing of selected portfolio from Jan 2013 to Jan 2020 with the help of Amibroker software.

Originality &Value: This paper is written specially for those financial enthusiast & disciplined individuals who wants to take leverage synergic relationship among Technical analysis, Fundamental analysis &Expert system.

Practical implication: The successful introduction &application of “FANTAM” matrix will encourage the practitioners & academicians of Financial markets to research & explore further uses & effective implication of present study. With the help of Techno-Fundamental analysis study portfolio selections will become correct up to 80% & most of the selected shares managed to get positive returns.

Keywords: Technical Analysis, Fundamental Analysis, Indicators, Backtest, Bombay Stock Exchange, Portfolio, Expert system.