Profitability of the Bollinger Star strategy in Foreign Exchange markets.

• المؤلفون الرئيسيون: Ho, Degen., Hue, Reika Jia Li., Yeo, Wei Jie.
• مؤلفون آخرون: Choong Chewn Seng, Edmund
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2009
• الموضوعات: DRNTU::Business::Finance::Foreign exchange
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/15233
• المؤسسة: Nanyang Technological University

There are a limited number of published papers on countertrend strategies, candlesticks, and multi-rule setups in foreign exchange markets. Therefore, this paper back-tests a multi-rule countertrend strategy using 13 years of daily price data from the 6 foreign exchange majors. This strategy, hencef...