The purpose of this study is to test The Weak Form Efficient Market Hypothesis in Dhaka’s Stock Market. The study examined the distribution of equity returns by dividing the sample period into two sub periods of daily DSE General Index (DGEN) and sub periods are sample-1(2004-2007), and sample-2 (2008-2012). Also, monthly general index starting from 1990 to 2012 are taken as sample to test the ...

Rules limiting insider trading may encourage investment, but they may also discourage exploration of new less-decentralized corporate information processes, such as prediction and decision markets. I review standard corporate information processes and insider trading rules, outline possible improvements that prediction markets might offer, and consider ways we might change insider trading rules...

Technical analysis has been proved to be capable of exploiting short-term fluctuations in financial markets. Recent results indicate that the market timing approach beats many traditional buy-and-hold approaches in most of the short-term trading periods. Genetic programming (GP) was used to generate short-term trade rules on the stock markets during the last few decades. However, few of the rel...

In this study, the profitability of technical analysis and Bayesian Statistics in trading EUR/USD, GBP/USD, USD/JPY exchange rates are examined. For purpose, seven thousand eight hundred forty-six rules generated, their is assessed through a data snooping procedure. Then, most promising combined with Naïve Bayes, Relevance Vector Machine, Dynamic Model Averaging, Selection regularized Neural Ne...

Technical trading relies heavily on analysis, most of which is statistical in nature. When the data to be modeled nonlinear, imprecise, or complicated, fuzzy inference systems (FISs) are used conjunction with computational, mathematical, and modeling methodologies simulate technical trading. Fuzzy logic may using linear, geometric, dynamic, integer programming. These techniques, when combined l...

Currency trading is a vast and highly profitable business. This review examines the profitability of two popular currency trading strategies in light of currency-market microstructure research. The carry-trade strategy involves borrowing a low-interest currency and investing the proceeds in a high-interest currency. Technical trading strategies are determined exclusively on the basis of past as...

We propose a multi-stock automated trading system that relies on a layered structure consisting of a machine learning algorithm, an online learning utility, and a risk management overlay. Alternating decision tree (ADT), which is implemented with Logitboost, was chosen as the underlying algorithm. One of the strengths of our approach is that the algorithm is able to select the best combination ...