Trend-tracking trading strategy based on improved RSI : a case study of Chinese CSI 300 stock index futures
Jishan Ma & Hongyan Liao
| Year of publication: |
April 2017
|
|---|---|
| Authors: | Ma, Jishan ; Liao, Hongyan |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 4, p. 130-139
|
| Subject: | quantitative trading | stock index futures | RSI indicator | wavelet transform | Index-Futures | Index futures | China | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n4p130 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011649999