Trading in Other Financial Markets

6533b7dafe1ef96bd126f50c

RESEARCH PRODUCT

Trading in Other Financial Markets

subject

Trading rules Moving average Bond Financial market Profitability index Trading strategy Monetary economics Business

description

This chapter tests the profitability of various moving average trading rules in different financial markets: stocks, bonds, currencies, and commodities. The results of these tests allow us to better understand the properties of the moving average trading strategies and find out which trading rules are profitable in which markets. The chapter concludes with a few practical recommendations for traders testing the profitability of moving average trading rules. The analysis presented in this chapter also suggests a hypothesis about simultaneous existence, in the same financial market, of several trends with different durations.

year	journal	country	edition	language
2017-01-01

https://doi.org/10.1007/978-3-319-60970-6_10

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