Tokár, T.; Horváth, D. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 22, pp. 5620-5627
Many studies have shown that there are good reasons to claim very low predictability of currency returns; nevertheless, the deviations from true randomness exist which have potential predictive and prognostic power [J. James, Simple trend-following strategies in currency trading, Quantitative...