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This paper inspects whether variable- and fixed-length moving averages (VMA and FMA), and trading range breakout (TRB) rules have prognostic capability and can earn profits superior to buy-and-hold... Click to show full abstract
This paper inspects whether variable- and fixed-length moving averages (VMA and FMA), and trading range breakout (TRB) rules have prognostic capability and can earn profits superior to buy-and-hold...
Keywords:
moving averages;
trading range;
profitability simple;
predictability profitability;
range breakout
Journal Title: Review of Pacific Basin Financial Markets and Policies
Year Published: 2020
Link to full text (if available)
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Journal Title: Review of Pacific Basin Financial Markets and Policies
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!