Incorporating Improved Directional Change and Regime Change Detection to Formulate Trading Strategies in Foreign Exchange Markets

Author:

Hu Shicheng,Li Danping,Wu Bing

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference50 articles.

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4. Time series momentum and moving average trading rules;B R Marshall;Quant. Finance,2017

5. The profitability of pairs trading strategies: distance, cointegration and copula methods;H Rad;Quant. Finance,2016

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