Trading strategies in a combined framework between technical analysis and time series forecasts.

This thesis aims to analyze empirical results of trading strategies that combine technical analysis techniques with time series models approach. Despite these methods are built on divergent conceptions about financial markets, their joint use proved to be helpful for predicting future paths of financial series and defining the right timing for the operative choices a trader has to deal with. For conducting our experimental analysis we used daily closing prices of S\&P 500 index for the sample ranging from 2004 to 2012, including, then, also the financial crisis period. Despite this work does not intend to stand up against Efficient Market Hypothesis, it is worth noting that combined trading strategies, especially, revealed predictability degrees of financial series.