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Title: Profitability of technical trading systems : evidence in foreign exchange markets
Authors: Chan, Elwyn Kah Wai
Toh, Aaron Tat Tze
Neo, Horng Yueh
Keywords: DRNTU::Business::Finance::Foreign exchange
Issue Date: 2005
Abstract: In this paper, we present evidence on the profitability of three technical trading systems (TRENDING, NON-TRENDING and COMBINATION) for the USD/JPY currency pair from 3 January 1989 to 15 July 2004.
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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