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The cost of technical trading rules in the Forex market: A utility-based evaluation

✍ Scribed by Hans Dewachter; Marco Lyrio

Book ID
116658775
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
397 KB
Volume
25
Category
Article
ISSN
0261-5606

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## 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,