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Profitability of technical analysis in financial and commodity futures markets — A reality check

✍ Scribed by Stéphane Meng-Feng Yen; Ying-Lin Hsu

Book ID
113570876
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
293 KB
Volume
50
Category
Article
ISSN
0167-9236

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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,