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Improving MACD technical analysis by optimizing parameters and modifying trading rules : evidence from the Japanese Nikkei 225 futures market

Kang, Byung-Kook - In: Journal of risk and financial management : JRFM 14 (2021) 1/37, pp. 1-21

Much research has examined performance or market efficiency by using the moving average convergence divergence (MACD) technical analysis tool. However, most tests fail to verify efficiency with the traditional parameter settings of 12, 26, and 9 days. This study confirms that applying the...

Persistent link: https://www.econbiz.de/10012417747

Improving MACD technical analysis by optimizing parameters and modifying trading rules: Evidence from the Japanese Nikkei 225 futures market

Kang, Byung-Kook - In: Journal of Risk and Financial Management 14 (2021) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012611595

Optimal stopping problem with double reservation value property

Kang, Byung-Kook - In: European Journal of Operational Research 165 (2005) 3, pp. 765-785

Persistent link: https://www.econbiz.de/10005347397

Optimal stopping problem with recall cost

Kang, Byung-Kook - In: European Journal of Operational Research 117 (1999) 2, pp. 222-238

Persistent link: https://www.econbiz.de/10005152313