Search Results - subject:"moving averages"

The predictability of technical analysis in foreign exchange market using forward return: evidence from developed and emerging currencies

Ghanem, Seri; Harasheh, Murad; Sbaih, Qays; Ajmal, T. K. - In: Cogent Business & Management 11 (2024) 1, pp. 1-18

Technical analysis in the foreign exchange (Forex) market has yielded mixed results, particularly regarding its effectiveness over different holding periods in swing trading. This study addresses this gap by evaluating 497 technical trading rules across 10 currencies over 22 years (January 2000...

Persistent link: https://www.econbiz.de/10015456613

The predictability of technical analysis in foreign exchange market using forward return : evidence from developed and emerging currencies

Ghanem, Seri; Harasheh, Murad; Sbaih, Qays; Ajmal, T. K. - In: Cogent business & management 11 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015449178

The Ultimate Moving Average Handbook : Bringing Science into the Art of Trend Following

Zakamulin, Valeriy; Giner, Javier - 2025

1. Introduction -- Part I MOVING AVERAGES AND TREND-FOLLOWING TRADING RULES -- 2. Basics of Moving Averages -- 3. Trend …-Following Rules -- 5. Exploring Properties of Rules Based on Conventional Moving Averages -- 6. Uncovering the Optimal Trading Rule … -- 7. Exploring How Negative Weights Impact Trading Rule Properties -- Part III EXOTIC MOVING AVERAGES AND DIGITAL FILTERS …

Persistent link: https://www.econbiz.de/10015472001

Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates

Masuku, Khumbulani L.; Gopane, Thabo J. - In: Journal of Capital Markets Studies (JCMS) 6 (2022) 1, pp. 6-32

Purpose - The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy-hold strategy in Bitcoin exchange rate returns. Design/methodology/approach - The study tests the technical trading rule of fixed moving average...

Persistent link: https://www.econbiz.de/10015327968

Customer-centric sales forecasting model: RFM-ARIMA approach

Londhe, Sanket Tanaji; Palwe, Sushila - In: Business Systems Research (BSR) 13 (2022) 1, pp. 35-45

Background: Decision makers use the process of determining the best course of action by processing, analysing & interpreting the data to gain insights, known as Business Intelligence. Some decision support systems use sales figures to predict future expansion, but few consider the effect of...

Persistent link: https://www.econbiz.de/10015408664

Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates

Masuku, Khumbulani L.; Gopane, Thabo J. - In: Journal of capital markets studies 6 (2022) 1, pp. 6-32

Persistent link: https://www.econbiz.de/10012887325

Customer-centric sales forecasting model : RFM-ARIMA approach

Londhe, Sanket Tanaji; Palwe, Sushila - In: Business systems research : a system view accross … 13 (2022) 1, pp. 35-45

Persistent link: https://www.econbiz.de/10013542067

An entropy-based class of moving averages

Kull, Andreas - In: The journal of investment strategies 13 (2024) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10015446451

Optimal trend-following rules in two-state regime-switching models

Zakamulin, Valeriy; Giner, Javier - In: Journal of asset management : a major new, … 25 (2024) 4, pp. 327-348

Persistent link: https://www.econbiz.de/10014583459

An empirical study on the application of moving averages on charts with special reference to candlesticks and Heikin-Ashi

Kumar, P. Pavan; Archana H. N. - In: Mudra : journal of finance and accounting 10 (2023) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10014488917

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