The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support for the moving average strategies. In particular, variable-length moving average rule performs the best with buy signals generating higher returns than sell signals

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Year of publication:	2019
Authors:	Corbet, Shaen
Other Persons:	Eraslan, Veysel (contributor) ; Lucey, Brian M. (contributor) ; Sensoy, Ahmet (contributor)
Publisher:	[2019]: [S.l.] : SSRN
Subject:	Virtuelle Währung \| Virtual currency \| Wertpapierhandel \| Securities trading \| Finanzanalyse \| Financial analysis \| Welt \| World \| Anlageverhalten \| Behavioural finance \| Effizienzmarkthypothese \| Efficient market hypothesis

Extent:	1 Online-Ressource (13 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2019 erstellt
Other identifiers:	10.2139/ssrn.3454216 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012862884