Examining the profitability of automatic trading strategies with a focus on trend indicators
Author:
Affiliation:
1. Department of Statistics and Operations Research, University of Vienna, Oskar-Morgenstern-Platz 1, 1090 Vienna, Austria
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2016.1262055
Reference16 articles.
1. Empirical properties of asset returns: stylized facts and statistical issues
2. Comparing Predictive Accuracy
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