Performance of Technical Trading Systems in the Yen/Dollar Market

Research English OPEN
Schulmeister, Stephan;
(2007)
  • Publisher: Austrian Institute of Economic Research (WIFO) Vienna
  • Subject: Performance of Technical Trading Systems in the Yen/Dollar Market Exchange rate | Technical trading | Speculation | W√§hrungsspekulation | US-Dollar | Devisenmarkt | USA | Japan | Finanzanalyse
    • ddc: ddc:330

The study investigates the profitability of 1,024 moving average and momentum models and their components in the yen/dollar market. It turns out that all models would have been profitable between 1976 and 1999. The pattern of profitability is as follows: the models prod... View more
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