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We conduct an extensive examination of the profitability of technical analysis in ten emerging foreign exchange markets. Studying 25,988 trading strategies for emerging foreign exchange markets, we find that the best rules can sometimes generate an annual mean excess return of more than 30%....
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Bose condensation can occur in arbitrary dimensions for systems with an attractive boundary and an attractive many-body interaction due to a ground-state energy below the support of the density of states measures. Estimates for the energies of the surface states are presented.
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We conduct an extensive examination of profitability of technical analysis in ten emerging foreign exchange markets. Studying 25988 trading strategies for emerging foreign exchange markets, we find that best rules can sometimes generate an annually mean excess return of more than 30%. Based on...
Persistent link: https://www.econbiz.de/10011141002