profit opportunities in various financial markets. A t-test confirms the presence of overreactions and also suggests that … trading robot approach is then used to test two trading strategies aimed at exploiting the detected anomalies to make abnormal … profits. The results suggest that a strategy based on counter-movements after overreactions does not generate profits in the …

profit opportunities in various financial markets. A t-test confirms the presence of overreactions and also suggests that … trading robot approach is then used to test two trading strategies aimed at exploiting the detected anomalies to make abnormal … profits. The results suggest that a strategy based on counter-movements after overreactions does not generate profits in the …

This paper examines long-term price overreactions in various financial markets (commodities, US stock market and FOREX …). First, t-tests are carried out for overreactions as a statistical phenomenon. Second, a trading robot approach is applied to …-called 'inertia anomaly'. Both weekly and monthly data are used. Evidence of anomalies is found predominantly in the case of weekly …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and … test) tests confirm the presence of price patterns after overreactions: the next-day price changes in both directions are … bigger than after “normal” days. A trading robot approach is then used to establish whether these statistical anomalies can …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and … test) tests confirm the presence of price patterns after overreactions: the next-day price changes in both directions are … bigger than after "normal" days. A trading robot approach is then used to establish whether these statistical anomalies can …

profit opportunities in various financial markets. A t-test confirms the presence of overreactions and also suggests that … trading robot approach is then used to test two trading strategies aimed at exploiting the detected anomalies to make abnormal … profits. The results suggest that a strategy based on counter-movements after overreactions does not generate profits in the …

This paper examines long-term price overreactions in various financial markets (commodities, US stock market and FOREX …). First, t-tests are carried out for overreactions as a statistical phenomenon. Second, a trading robot approach is applied to …-called “inertia anomaly”. Both weekly and monthly data are used. Evidence of anomalies is found predominantly in the case of weekly …

profit opportunities in various financial markets. A t-test confirms the presence of overreactions and also suggests that … trading robot approach is then used to test two trading strategies aimed at exploiting the detected anomalies to make abnormal … profits. The results suggest that a strategy based on counter-movements after overreactions does not generate profits in the …