Construction of the Forecasting Index for Stock Market

Abstract

There are various methods of forecasting different parameters of stock market. One group of these methods deals with forecasting trends of integral parameters such as stock market indexes. This article considers some well-known index methods of forecasting stock market trends. At the same time the article contains a computation for construction of the forecasting index, which helps to identify prolonged trends of RTS index. The principles and recommendations proposed in the article can be used for practical purposes.