An analysis of technical trading rules: The case of MENA markets
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DOI: 10.1016/j.frl.2019.04.038
Abstract: Abstract We evaluate the performance of sixteen technical trading indicators across stock portfolios from thirteen MENA country markets, using a back testing approach. The individual indicators are classified as either Trend, Momentum, Volatility, or Cycle… read more here.
Keywords: case mena; trading; rules case; analysis technical ... See more keywords
Profitability of technical trading rules among cryptocurrencies with privacy function
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DOI: 10.1016/j.frl.2020.101495
Abstract: Abstract This paper studies simple moving average trading strategies employing daily price data on the ten most-traded cryptocurrencies that exhibit the ‘privacy function’. Investigating the 2016–2018 period, our results indicate a variable moving average strategy… read more here.
Keywords: trading rules; rules among; technical trading; trading ... See more keywords