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
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Online Access:http://hdl.handle.net/10356/9569
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Institution: Nanyang Technological University

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