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Do technical trading profits remain in the foreign exchange market? Evidence from 14 currencies

โœ Scribed by Igor Cialenco; Aris Protopapadakis


Book ID
116575381
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
588 KB
Volume
21
Category
Article
ISSN
1042-4431

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Several recent studies have demonstrated the proยฎtability of technical analysis by simulating certain trading rules over a very long period of daily foreign exchange rates. In this paper, we use ยฎlter rules identiยฎed and supplied by technical analysts on the intradaily foreign exchange market. We pr