The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks

DOI10.1080/14697688.2013.768774MaRDI QIDQ5397443zbMATH OpenOpenAlexFDO

Authors Matthieu Duvinage, Paolo P. Mazza, Mikael Petitjean

Publication date 20 February 2014

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2013.768774

zbMATH Keywords

trading strategiestrading systemstechnical tradingempirical time series analysis

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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Cites work

• A Reality Check for Data Snooping

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(2)

• Forecasting US stock market returns: a Japanese candlestick approach
• The predictive power of price patterns

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