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.

書誌詳細
主要な著者: Chan, Elwyn Kah Wai, Toh, Aaron Tat Tze, Neo, Horng Yueh
その他の著者: Choong, Edmund Chewn Seng
フォーマット: Final Year Project (FYP)
出版事項: 2008
主題:
オンライン・アクセス:http://hdl.handle.net/10356/9569