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