Statistical testing of DeMark technical indicators on commodity futures
Marco Lissandrin, Donnacha Daly and Didier Sornette
| Year of publication: |
June 2017
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|---|---|
| Authors: | Lissandrin, Marco ; Daly, Donnacha ; Sornette, Didier |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 6.2017, 3, p. 53-91
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| Subject: | technical analysis | backtesting | permutation test | financial markets | commodity futures | contract rollover | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Finanzanalyse | Financial analysis | Finanzmarkt | Financial market |