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Is smarter better? A comparison of adaptive, and simple moving average trading strategies
13 references·11 citing·41 second hop
Is smarter better? A comparison of adaptive, and simple moving average trading strategies (2005)Is smarter better? A comparison of adapti…Importance of technical and fundamental analysis in the European foreign exchange market (2001)Importance of technical and f…Examining the use of technical currency analysis (1997)Examining the use of technica…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…The Encyclopedia of Technical Market Indicators (1988)The Encyclopedia of Technical…Some New Filter Rule Tests: Methods and Results (1988)Some New Filter Rule Tests: M…Financial Theory and Corporate Policy. (1980)Financial Theory and Corporat…RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE (1970)RANDOM WALKS AND TECHNICAL TH…The Random Character of Stock Market Prices (1968)The Random Character of Stock…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…The Performance of Mutual Funds in the Period 1945-1964 (1968)The Performance of Mutual Fun…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…PreBit — A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin (2023)PreBit — A multimodal model w…OPTIMISING THE SMOOTHNESS AND ACCURACY OF MOVING AVERAGE FOR STOCK PRICE DATA (2018)OPTIMISING THE SMOOTHNESS AND…Examination of the profitability of technical analysis based on moving average strategies in BRICS (2018)Examination of the profitabil…Anticipating cryptocurrency prices using machine learning (2018)Anticipating cryptocurrency p…The profitability of moving average trading rules in BRICS and emerging stock markets (2016)The profitability of moving a…Forecasting the REITs and stock indices: Group Method of Data Handling Neural Network approach (2016)Forecasting the REITs and sto…Trading System based on the use of technical analysis: A computational experiment (2015)Trading System based on the u…The fall of high-frequency trading: A survey of competition and profits (2015)The fall of high-frequency tr…Market Timing with Moving Averages: Anatomy and Performance of Trading Rules (2015)Market Timing with Moving Ave…Moving Averages for Financial Data Smoothing (2013)Moving Averages for Financial…Is the Swedish stock market efficient? Evidence from some simple trading rules (2007)Is the Swedish stock market e…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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Filter Rules Based on Price and Volume in Individual Security Overreaction (1999)Reexamining the Profitability of Technical Analysis with Data Snooping Checks (2005)Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Equilibrium in a Capital Asset Market (1966)On The Dynamic Behavior of Prices in Disequilibrium (1980)The profitability of technical trading rules in the Asian stock markets (1995)Technical Analysis in Financial Markets (2004)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Organizational Culture: Can It Be a Source of Sustained Competitive Advantage? (1986)Diversification's effect on firm value (1995)Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)Optimal rules for ordering uncertain prospects (1975)Hyperbolic Distributions in Finance (1995)Fractional calculus and continuous-time finance (2000)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Rational Theory of Warrant Pricing (2015)Efficient Capital Markets: II (1991)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)
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References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1968The Performance of Mutual Funds in the Period 1945-19641,708 cited
  • 1980Financial Theory and Corporate Policy.1,699 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1968The Random Character of Stock Market Prices926 cited
  • 1966Filter Rules and Stock-Market Trading832 cited
  • 1961Price Movements in Speculative Markets : Trends or Random Walks645 cited
  • 1970RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE369 cited
  • 1988Some New Filter Rule Tests: Methods and Results240 cited
  • 1988The Encyclopedia of Technical Market Indicators175 cited
  • 2001Importance of technical and fundamental analysis in the European foreign exchange market165 cited
  • 1997Examining the use of technical currency analysis163 cited

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  • 2018Anticipating cryptocurrency prices using machine learning38 cited
  • 2016The profitability of moving average trading rules in BRICS and emerging stock markets36 cited
  • 2015Trading System based on the use of technical analysis: A computational experiment34 cited
  • 2015Market Timing with Moving Averages: Anatomy and Performance of Trading Rules31 cited
  • 2015The fall of high-frequency trading: A survey of competition and profits25 cited