The Best Trading System to Generate Profits

• Main Authors: F. K., H., Noor Azlinna, Azizan
• Format: Conference or Workshop Item
• Language: English
• Published: 2011
• Subjects: TA Engineering (General). Civil engineering (General)
• Online Access: http://umpir.ump.edu.my/id/eprint/4214/1/the_best_trading.pdf; http://umpir.ump.edu.my/id/eprint/4214/
• Institution: Universiti Malaysia Pahang

This research attempts to use risk adjusted performance measure sucha as Jensen and Sharpe to evaluate the profitability of technical trading systems in the Malaysian stock market. We tested 13 techical trading systems such 1-30 dual simple moving average crossover, 5-20 dual simple moving average c...