A large number of trading rules based on technical analysis of prices are being used by investing community for generating trading signals for short term investments. As profitability of these trading rules vary, it is not easy to judge which particular rule really ‘works’. Instead of a single trading rule, combination of rules are likely to offer the portfolio benefits of better risk adjusted ...

Stock trading plays an important role for supporting profitable stock investment. In particular, more and more data mining-based technical trading rules have been developed and used in stock trading systems to assist investors with their smart trading decisions. However, many mined trading rules are of no interest to traders and brokers because they are discovered based on statistical significa...

Although there is little academic research that supports the usefulness of technical analysis, its use remains widespread in commodity markets. Much prior research into technical analysis suffered from data-snooping biases. Using genetic programming, ex ante optimal technical trading strategies are identified. Because they are mechanically generated from simple arithmetic operators, they are fr...