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Predictability of the simple technical trading rules : an out-of-sample test

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Predictability of the Simple Technical Trading Rules : An Out-of-Sample Test

Fang, Jiali - 2012

In a true out of sample test we find no evidence that several well-known technical trading strategies predict stock markets over the period of 1987 to 2011. Our test is free of the sample selection bias, data mining, hindsight bias, or any of the other usual biases that may affect results in our...

Persistent link: https://www.econbiz.de/10013106092