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Trading futures spread portfolios : applications of higher order and recurrent networks

Dunis, Christian; Laws, Jason; Evans, Ben - In: The European journal of finance 14 (2008) 5/6, pp. 503-521

Persistent link: https://www.econbiz.de/10003772117

Modelling and trading the greek stock market with gene expression and genetic programing algorithms

Karatahansopoulos, Andreas; Sermpinis, Georgios; Laws, Jason - In: Journal of forecasting 33 (2014) 8, pp. 596-610

Persistent link: https://www.econbiz.de/10011282849

Profitable mean reversion after large price drops : a story of day and night in the S&P 500, 400 MidCap and 600 SmallCap Indices

Dunis, Christian; Laws, Jason; Rudy, Jozef - In: The journal of asset management 12 (2011) 3, pp. 185-202

Persistent link: https://www.econbiz.de/10009297425

Trading futures spreads : an application of correlation and threshold filters

Dunis, C. L.; Laws, Jason; Evans, Ben - In: Applied financial economics 16 (2006) 12, pp. 903-914

Persistent link: https://www.econbiz.de/10003377844

Performance of Technical Trading Rules : Evidence from the Crude Oil Market

Psaradellis, Ioannis - 2019

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...

Persistent link: https://www.econbiz.de/10012902953

Performance of technical trading rules : evidence from the crude oil market

Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: The European journal of finance 25 (2019) 17, pp. 1793-1815

Persistent link: https://www.econbiz.de/10012207149

Technical analysis, spread trading, and data snooping control

Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: International journal of forecasting 39 (2023) 1, pp. 178-191

Persistent link: https://www.econbiz.de/10014462774