Profitability of technical trading systems : evidence in foreign exchange markets

• المؤلفون الرئيسيون: Chan, Elwyn Kah Wai, Toh, Aaron Tat Tze, Neo, Horng Yueh
• مؤلفون آخرون: Choong, Edmund Chewn Seng
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Foreign exchange
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/9569
• المؤسسة: Nanyang Technological University

In this paper, we present evidence on the profitability of three technical trading systems (TRENDING, NON-TRENDING and COMBINATION) for the USD/JPY currency pair from 3 January 1989 to 15 July 2004.