A Compensatory Fuzzy Logic Model in Technical Trading
نویسندگان
چکیده
منابع مشابه
Fuzzy logic, trading uncertainty and technical trading
0378-4266/$ see front matter 2012 Elsevier B.V. A http://dx.doi.org/10.1016/j.jbankfin.2012.09.012 ⇑ Corresponding author at: Faculty of Business Ad versity, 955 Oliver Road, Thunder Bay, ON, Canada P7 fax: +1 807 343 8443. E-mail addresses: [email protected] (N. (R. Gençay). From the market microstructure perspective, technical analysis can be profitable when informed traders make systemat...
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From the market microstructure perspective, technical analysis can be profitable when informed traders make systematic mistakes or when uninformed traders have predictable impacts on price. However, chartists face a considerable degree of trading uncertainty because technical indicators such as moving averages are essentially imperfect filters with a nonzero phase shift. Consequently, technical...
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ژورنال
عنوان ژورنال: Axioms
سال: 2021
ISSN: 2075-1680
DOI: 10.3390/axioms10010036