The Predictability and Profitability of Simple Moving Averages and Trading Range Breakout Rules in the Pakistan Stock Market
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DOI: 10.1142/s0219091520500010
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... read more here.
Keywords: moving averages; trading range; profitability simple; predictability profitability ... See more keywords