Profitability of contrarian strategies in U.S. financial futures markets : 1987-2002.

• Main Authors: Ng, Li Ping., Oh, Rachel Shian Ni., Ow, Federick Wee Hiong.
• Other Authors: Kang, Joseph Choong Seok
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Futures
• Online Access: http://hdl.handle.net/10356/9086
• Institution: Nanyang Technological University

This is a study of the profitability of short-term returned basesd contrarian {F,H} strategy in the U.S. Financial Futures Markets.