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

DOI10.1080/14697688.2013.768774zbMATH Open1281.91194OpenAlexW3125290758MaRDI QIDQ5397443FDOQ5397443

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

Recommendations

• The predictive power of price patterns
• An empirical evaluation of nonlinear trading rules
• Forecasting US stock market returns: a Japanese candlestick approach
• Applying technical trading rules to beat long-term investing: evidence from Asian markets
• Correlation estimation using components of Japanese candlesticks

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)

Cites Work

• A Reality Check for Data Snooping

Cited In (2)

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

This page was built for publication: The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5397443)