The motivation for this paper is to show the usefulness of the information contained in the open-to-close (day) and close-to-open (night) periods compared to the more frequently used close-to-close period. To show this we construct two versions of a contrarian strategy, where the worst...

This study investigates the debatable success of technical trading rules, through the years, on the trending energy market of crude oil. In particular, the large universe of 7846 trading rules proposed by Sullivan et al. (1999), divided into five families (filter rules, moving averages, support...

pt. 1. Introduction -- pt. 2. Trading and investments with traditional computational intelligence techniques -- pt. 3. Trading and investments with artificial neural networks -- pt. 4. Trading and investments with hybrid evolutionary methodologies -- pt. 5. Trading and investments with advanced...