Does frequency matter for intraday technical trading?
نویسندگان
چکیده
منابع مشابه
Coevolution of Technical Trading Rules for High Frequency Trading
.Traders make trade decisions specifying entry, exit, and stop loss prices. Technicians often decide on entry, exit, and stop loss prices based on a predefined set of technical rules. In this paper, we employ a method based on grammatical evolution to coevolve technical rules for entry, exit, and stop loss for trading a London Stock Exchange (LSE) based stock in high frequency. We consider the ...
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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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ژورنال
عنوان ژورنال: Finance Research Letters
سال: 2016
ISSN: 1544-6123
DOI: 10.1016/j.frl.2016.04.014