Profitability of technical trading systems : evidence in foreign exchange markets

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.

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Bibliographic Details
Main Authors:	Chan, Elwyn Kah Wai, Toh, Aaron Tat Tze, Neo, Horng Yueh
Other Authors:	Choong, Edmund Chewn Seng
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Foreign exchange
Online Access:	http://hdl.handle.net/10356/9569
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Institution:	Nanyang Technological University

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spelling	sg-ntu-dr.10356-95692023-05-19T06:09:04Z Profitability of technical trading systems : evidence in foreign exchange markets Chan, Elwyn Kah Wai Toh, Aaron Tat Tze Neo, Horng Yueh Choong, Edmund Chewn Seng Nanyang Business School DRNTU::Business::Finance::Foreign exchange 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. 2008-09-24T07:33:47Z 2008-09-24T07:33:47Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9569 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Foreign exchange
spellingShingle	DRNTU::Business::Finance::Foreign exchange Chan, Elwyn Kah Wai Toh, Aaron Tat Tze Neo, Horng Yueh Profitability of technical trading systems : evidence in foreign exchange markets
description	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.
author2	Choong, Edmund Chewn Seng
author_facet	Choong, Edmund Chewn Seng Chan, Elwyn Kah Wai Toh, Aaron Tat Tze Neo, Horng Yueh
format	Final Year Project
author	Chan, Elwyn Kah Wai Toh, Aaron Tat Tze Neo, Horng Yueh
author_sort	Chan, Elwyn Kah Wai
title	Profitability of technical trading systems : evidence in foreign exchange markets
title_short	Profitability of technical trading systems : evidence in foreign exchange markets
title_full	Profitability of technical trading systems : evidence in foreign exchange markets
title_fullStr	Profitability of technical trading systems : evidence in foreign exchange markets
title_full_unstemmed	Profitability of technical trading systems : evidence in foreign exchange markets
title_sort	profitability of technical trading systems : evidence in foreign exchange markets
publishDate	2008
url	http://hdl.handle.net/10356/9569
_version_	1770567290738180096

Profitability of technical trading systems : evidence in foreign exchange markets

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