Interval Validity Testing and Optimization in Quantitative Trading
Author:
Affiliation:
1. Chengdu No.7 High school, China
2. University of Southern California, USA
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3414752.3414807
Reference19 articles.
1. Bianchi R. J. Drew M. E. & Polichronis J. (2004). A test of momentum trading strategies in foreign exchange markets: Evidence from the G7 (No. 182). School of Economics and Finance Queensland University of Technology. Bianchi R. J. Drew M. E. & Polichronis J. (2004). A test of momentum trading strategies in foreign exchange markets: Evidence from the G7 (No. 182). School of Economics and Finance Queensland University of Technology.
2. Wong W. K. Du J. & Chong T. T. L. (2005). Do the technical indicators reward chartists? A study on the stock markets of China Hong Kong and Taiwan. Review of Applied Economics 1(1076-2016-87125) 183-205. Wong W. K. Du J. & Chong T. T. L. (2005). Do the technical indicators reward chartists? A study on the stock markets of China Hong Kong and Taiwan. Review of Applied Economics 1(1076-2016-87125) 183-205.
3. Short-term market reaction after extreme price changes of liquid stocks
4. Predictability of nonlinear trading rules in the U.S. stock market
5. … and the Cross-Section of Expected Returns
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