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

DOI10.1080/14697688.2013.768774zbMath1281.91194OpenAlexW3125290758MaRDI QIDQ5397443

Paolo P. Mazza, Mikael Petitjean, Matthieu Duvinage

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

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

Cites Work

• A Reality Check for Data Snooping

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