A Reality Check on Technical Trading Rule Profits in US Futures Markets
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چکیده
منابع مشابه
The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test Cheol-Ho Park University of Illinois at Urbana-Champaign
Numerous empirical studies investigate the profitability of technical trading rules in a wide variety of markets and many find positive profits. Despite positive evidence about profitability and improvements in testing procedures, skepticism about technical trading profits remains widespread among academics mainly due to data snooping problems. This study mitigates data snooping problems by con...
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