Profitability of technical trading systems : evidence in foreign exchange markets
In this paper, we present evidence on the profitability of three technical trading systems (TRENDING, NON-TRENDING and COMBINATION) for the USD/JPY currency pair from 3 January 1989 to 15 July 2004.
主要な著者: | , , |
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その他の著者: | |
フォーマット: | Final Year Project (FYP) |
出版事項: |
2008
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主題: | |
オンライン・アクセス: | http://hdl.handle.net/10356/9569 |