Algorithmic setups for trading popular U.S. ETFs

In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six popular ETFs for the period of the last 20 years. We use the original setups of those oscillators and also other setups or oscillators combinations in order to achieve the best p...

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Bibliographic Details
Main Author: Gil Cohen
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Cogent Economics & Finance
Subjects:
Online Access:http://dx.doi.org/10.1080/23322039.2020.1720056