Predicative Ability of Similarity-based Futures Trading Strategies

A trading rule that draws on the empirical similarity concept is proposed to simulate the technical trading mentality

Year of publication:	2018
Authors:	Chiu, Hsin-Yu ; Chiang, Mi-Hsiu ; Kuo, Wei-Yu
Publisher:	Berlin : Humboldt-Universität zu Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"
Subject:	empirical similarity \| technical trading \| futures markets \| analogical reasoning

Series:	IRTG 1792 Discussion Paper ; 2018-045
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	hdl:10419/230756 [Handle] RePEc:zbw:irtgdp:2018045 [RePEc]
Classification:	G11 - Portfolio Choice ; G12 - Asset Pricing
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012433194