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There are 51375 results for: content related to: WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS?

  1. Data-Snooping, Technical Trading Rule Performance, and the Bootstrap

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1647–1691, Ryan Sullivan, Allan Timmermann and Halbert White

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00163

  2. A reality check on technical trading rule profits in the U.S. futures markets

    Journal of Futures Markets

    Volume 30, Issue 7, July 2010, Pages: 633–659, Cheol-Ho Park and Scott H. Irwin

    Article first published online : 5 OCT 2009, DOI: 10.1002/fut.20435

  3. Trading and hedging in S&P 500 spot and futures markets using genetic programming

    Journal of Futures Markets

    Volume 20, Issue 10, November 2000, Pages: 911–942, Jun Wang

    Article first published online : 2 NOV 2000, DOI: 10.1002/1096-9934(200011)20:10<911::AID-FUT3>3.0.CO;2-K

  4. Technical analysis and genetic programming: Constructing and testing a commodity portfolio

    Journal of Futures Markets

    Volume 25, Issue 7, July 2005, Pages: 643–660, Matthew C. Roberts

    Article first published online : 9 MAY 2005, DOI: 10.1002/fut.20161

  5. Volume Information and the Profitability of Technical Trading

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 2, April 2014, Pages: 249–272, Yung-Ho Chang, Chia-Chung Chan and Ya-Chun Chiang

    Article first published online : 15 MAY 2014, DOI: 10.1111/ajfs.12046

  6. Improving moving average trading rules with boosting and statistical learning methods

    Journal of Forecasting

    Volume 27, Issue 5, August 2008, Pages: 433–449, Julián Andrada-Félix and Fernando Fernández-Rodríguez

    Article first published online : 10 MAY 2008, DOI: 10.1002/for.1068

  7. Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias

    Journal of Forecasting

    Georgios Sermpinis, Thanos Verousis and Konstantinos Theofilatos

    Article first published online : 23 MAR 2015, DOI: 10.1002/for.2338

  8. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1731–1764, WILLIAM BROCK, JOSEF LAKONISHOK and BLAKE LeBARON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04681.x

  9. Bootstrapping Financial Time Series

    Journal of Economic Surveys

    Volume 16, Issue 3, July 2002, Pages: 271–300, Esther Ruiz and Lorenzo Pascual

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00170

  10. Trend-Following Trading Strategies in U.S. Stocks: A Revisit

    Financial Review

    Volume 50, Issue 2, May 2015, Pages: 221–255, Andrew C. Szakmary and M. Carol Lancaster

    Article first published online : 5 APR 2015, DOI: 10.1111/fire.12065

  11. Temporal Patterns in Foreign Exchange Returns and Options

    Journal of Money, Credit and Banking

    Volume 39, Issue 2-3, March–April 2007, Pages: 443–470, MAXIME CHARLEBOIS and STEPHEN SAPP

    Article first published online : 18 APR 2007, DOI: 10.1111/j.0022-2879.2007.00032.x

  12. Mutual Fund Performance: Measurement and Evidence

    Financial Markets, Institutions & Instruments

    Volume 19, Issue 2, May 2010, Pages: 95–187, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

    Article first published online : 16 APR 2010, DOI: 10.1111/j.1468-0416.2010.00156.x

  13. An Intelligent Trading System with Fuzzy Rules and Fuzzy Capital Management

    International Journal of Intelligent Systems

    Volume 30, Issue 8, August 2015, Pages: 963–983, Rodrigo Naranjo, Albert Meco, Javier Arroyo and Matilde Santos

    Article first published online : 11 APR 2015, DOI: 10.1002/int.21734

  14. The economic value of technical trading rules: a nonparametric utility-based approach

    International Journal of Finance & Economics

    Volume 10, Issue 1, January 2005, Pages: 41–62, Hans Dewachter and Marco Lyrio

    Article first published online : 2 FEB 2005, DOI: 10.1002/ijfe.256

  15. Transactions data tests of efficiency: An investigation in the Singapore futures markets

    Journal of Futures Markets

    Volume 20, Issue 7, August 2000, Pages: 687–704, Mahendra Raj

    Article first published online : 12 JUL 2000, DOI: 10.1002/1096-9934(200008)20:7<687::AID-FUT4>3.0.CO;2-4

  16. Do technical trading rules generate profits? Conclusions from the intra-day foreign exchange market

    International Journal of Finance & Economics

    Volume 2, Issue 4, October 1997, Pages: 267–280, Riccardo Curcio, Charles Goodhart, Dominique Guillaume and Richard Payne

    Article first published online : 4 DEC 1998, DOI: 10.1002/(SICI)1099-1158(199710)2:4<267::AID-JFE57>3.0.CO;2-J

  17. Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

    International Economic Review

    Volume 43, Issue 2, May 2002, Pages: 463–491, GenÇay Ramazan, Ballocchi Giuseppe, Dacorogna Michel, Olsen Richard and Pictet Olivier

    Article first published online : 5 JUL 2002, DOI: 10.1111/1468-2354.t01-2-00023

  18. Technical Analysis in the Foreign Exchange Market

    Handbook of Exchange Rates

    Christopher J. Neely, Paul A. Weller, Pages: 343–373, 2012

    Published Online : 8 OCT 2012, DOI: 10.1002/9781118445785.ch12

  19. Jumps in cross-sectional rank and expected returns: a mixture model

    Journal of Applied Econometrics

    Volume 23, Issue 5, August 2008, Pages: 585–606, Gloria González-Rivera, Tae-Hwy Lee and Santosh Mishra

    Article first published online : 19 AUG 2008, DOI: 10.1002/jae.1015

  20. Do Momentum-Based Trading Strategies Work in the Commodity Futures Markets?

    Journal of Futures Markets

    Volume 35, Issue 9, September 2015, Pages: 868–891, Paresh Kumar Narayan, Huson Ali Ahmed and Seema Narayan

    Article first published online : 23 MAY 2014, DOI: 10.1002/fut.21685