Technical analysis, spread trading, and data snooping control
Year of publication: |
2023
|
---|---|
Authors: | Psaradellis, Ioannis ; Laws, Jason ; Pantelous, Athanasios A. ; Sermpinis, Georgios |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 178-191
|
Subject: | Bootstrap test | False discovery rate | Portfolio performance | Spread trading predictability | Technical trading rules | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Anlageverhalten | Behavioural finance |
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