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Published in 2018 at "Computational Economics"
DOI: 10.1007/s10614-018-9851-4
Abstract: Technical Traders adopt mathematical methods to formulate various technical trading rules on their trading strategies. This paper utilises two unique datasets—individual and market tick-by-tick data—to disclose the categories and characteristics of technical traders’ strategies in…
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Keywords:
technical trading;
rebar futures;
trading;
market ... See more keywords