Profits from Technical Trading Rules

By M. Ready. 2002

150 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e4cc7d185db927910f0ad0cae057c235b4bfbac9

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Citations in the corpus

Intraday Technical Trading in the Foreign Exchange Market (2003, unknown): “1 Ready (1998) questions the evidence relating to the equity market.”
The Profitability of Technical Analysis: A Review (2004, methodology): “that technical trading strategies had been able to yield economic profits in US stock markets until the late 1980s, but not thereafter (Bessembinder and Chan 1998; Sullivan, Timmermann, and White 1999; Ready 2002).”
Testing the Predictive Ability of Technical Analysis Using a New Stepwise Test Without Data Snooping Bias (2010, methodology): “rate, which is also the “average power” defined in Romano and Wolf (2005). The FWE rate is computed as the relative frequency of the replications in which at least one neutral or poor return is incorrectly rejected.”
A Hybrid Neurogenetic Approach for Stock Forecasting (2007, background): “Although such rules appear to yield returns above the buy-andhold strategy for the Dow Jones and Standard & Poor's stock indices, he concluded that they were not profitable when transaction costs were taken into account [17].”
A modern neural network model to do stock market timing on the basis of the ancient investment technique of Japanese Candlestick (2011, result): “For example Blume, Easley, and O’Hara (1994), Brock et al. (1992), Lo, Mamaysky, and Wang (2000), Neely, Weller, and Dittmar (1997), Neftci (1991), Bessembinder and Chan (1998), Caginalp and Laurent (1998), and Ready (2002) have found results consistent with predictive power of TA.”