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Optimization of technical trading strategies and the profitability in security markets

✍ Scribed by Ramazan Gençay

Book ID
117333223
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
44 KB
Volume
59
Category
Article
ISSN
0165-1765

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A reality check on technical trading rul
A reality check on technical trading rule profits in the U.S. futures markets
✍ Cheol-Ho Park; Scott H. Irwin 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 729 KB

## Abstract This article investigates the profitability of technical trading rules in U.S. futures markets during the years 1985–2004. Statistical significance of performance across the trading rules is evaluated using White's Bootstrap Reality Check and Hansen's Superior Predictive Ability tests,