Did the turtle win the race for returns? a study on the turtle trading system.
This research aims to examine the complete trading model of the Turtle Trading System. In this research, we follow the rules as stated in Faith [2003] and implement a trading model to simulate trading on twenty futures contracts for the period 1980-2005. This study shows that significant profits wer...
Saved in:
Main Authors: | Chong, Giok Teng., Kok, Ern., Lee, Soon Huat. |
---|---|
Other Authors: | Choong, Edmund Chewn Seng |
Format: | Final Year Project |
Published: |
2008
|
Subjects: | |
Online Access: | http://hdl.handle.net/10356/10345 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Similar Items
-
Illegal Turtle Trade in Bac Kan, Quang Ninh, Tuyen Quang Provinces and Online Illegal Turtle Trade
by: Tran, Thi Khanh Linh, et al.
Published: (2017) -
Information content of substantial shareholders' trades and outsiders' abnormal returns from replication.
by: Chong, Yit Jen., et al.
Published: (2008) -
Turi the turtle.
by: Wong, Yin Huey.
Published: (2012) -
Turtle season
by: Montes, Timothy R.
Published: (2003) -
Turtle season
by: Montes, Timothy R.
Published: (2002)