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Trading System based on the use of technical analysis: A computational experiment
16 references·1 citing·42 second hop
Trading System based on the use of technical analysis: A computational experiment (2015)Trading System based on the use of techni…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Does Algorithmic Trading Improve Liquidity? (2011)Does Algorithmic Trading Impr…The use of technical analysis by fund managers: International evidence (2010)The use of technical analysis…Technical analysis: An asset allocation perspective on the use of moving averages☆ (2009)Technical analysis: An asset …The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The obstinate passion of Fore…Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…The predictability of security returns with simple technical trading rules (1998)The predictability of securit…A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 (1996)A note on the weak form effic…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIStock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Filter Rules and Stock-Market Trading (1966)Filter Rules and Stock-Market…Price Movements in Speculative Markets : Trends or Random Walks (1961)Price Movements in Speculativ…STOCK‐MARKET “PATTERNS” AND FINANCIAL ANALYSIS: METHODOLOGICAL SUGGESTIONS (1959)STOCK‐MARKET “PATTERNS” AND F…Can Stock Market Forecasters Forecast? (1933)Can Stock Market Forecasters …A multiple fuzzy inference systems framework for daily stock trading with application to NASDAQ stock exchange (2015)A multiple fuzzy inference sy…The Behavior of Stock-Market Prices (1965)An Anatomy of Trading Strategies (1998)Using genetic algorithms to find technical trading rules (1999)The illusory nature of momentum profits (2003)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Continuous Auctions and Insider Trading (1985)Inferring Trade Direction from Intraday Data (1991)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Low-Latency Trading (2011)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)High-Frequency Trading and Price Discovery (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multifactor Explanations of Asset Pricing Anomalies (1996)Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Forecasting and Planning: An Evaluation (1981)Asymmetric causality tests with an application (2011)Forecasting Stock Returns (2013)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Rational Theory of Warrant Pricing (2015)
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References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 1933Can Stock Market Forecasters Forecast?727 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 2006The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis446 cited
  • 1959STOCK‐MARKET “PATTERNS” AND FINANCIAL ANALYSIS: METHODOLOGICAL SUGGESTIONS359 cited
  • 2010The use of technical analysis by fund managers: International evidence302 cited
  • 1996A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994296 cited
  • 2009Technical analysis: An asset allocation perspective on the use of moving averages☆

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289 cited
  • 1998The predictability of security returns with simple technical trading rules264 cited
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    • 2015A multiple fuzzy inference systems framework for daily stock trading with application to NASDAQ stock exchange31 cited