Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market

Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market

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An event-based framework of directional changes (DC) and overshoots maps financial market (FM) price time series into the so-called intrinsic time where events are the time scale of the price time series. This allows for multi-scale analysis of financial data. In the light of this, this paper formu...

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Bibliographic Details
Main Author: Monira Essa Aloud
Format: Article
Language:English
Published: EconJournals 2016-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
directional changes
financial forecasting
automated trading
financial markets
simulation
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32008/353645?publisher=http-www-cag-edu-tr-ilhan-ozturk

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https://dergipark.org.tr/tr/pub/ijefi/issue/32008/353645?publisher=http-www-cag-edu-tr-ilhan-ozturk

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