Profitability of the Bollinger Star strategy in Foreign Exchange markets.
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...
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Main Authors: | Ho, Degen., Hue, Reika Jia Li., Yeo, Wei Jie. |
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Other Authors: | Choong Chewn Seng, Edmund |
Format: | Final Year Project |
Language: | English |
Published: |
2009
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/15233 |
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Institution: | Nanyang Technological University |
Language: | English |
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