FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1600005093> ?p ?o ?g. }

• W1600005093 abstract "The sole use of price and related summary statistics in a technical trading strategy is an anathema to weak-form market efficiency. In practice, however, traders actively use technical analysis to make investment decisions which makes this an important, but often neglected, area for study. This thesis includes four empirical chapters, which provide important evidence on the profitability of technical trading. The results from the detailed analysis undertaken in this thesis have broad relevance to both academics and those in the investment community.Existing research has been predominantly confined to evaluating basic technical trading rules, such as moving averages. Crucially, this ignores chart patterns. Widely employed by practitioners, such patterns form a vital part of technical analysis. As the most important price pattern, the head and shoulders pattern is subjected to detailed and thorough examination in this thesis. A significant contribution is made by evaluating formations recognised and used by traders, in sharp contrast to limited existing studies. Furthermore, a new method is developed to establish how quickly profits from a head and shoulders strategy decay, which has important implications for traders.Existing research has identified both reversal and relative strength effects in financial asset returns. A key separator between these two findings is the formation and holding time over which portfolios of winners and losers are evaluated. Motivated by this, a very large sample of ultra high-frequency data is used to investigate intraday momentum and reversal effects. As well as being an important contribution to research in this field, the results are, once again, of relevance to practitioners.The need for further research into technical analysis is clearly demonstrated by point and figure charting. Whilst traders have made consistent use of the technique for around a century, the amount of existing research is extremely small. Point and figure has attractive data filtering properties, clear trading rules and is particularly suited to intraday technical analysis. Again, using a very large sample of high-frequency data, a detailed evaluation of the profitability of a point and figure trading strategy is undertaken." @default.
• W1600005093 created "2016-06-24" @default.
• W1600005093 creator A5057511511 @default.
• W1600005093 date "2009-01-01" @default.
• W1600005093 modified "2023-09-27" @default.
• W1600005093 title "On the profitability of technical trading" @default.
• W1600005093 cites W1482940534 @default.
• W1600005093 cites W1485812904 @default.
• W1600005093 cites W1489950266 @default.
• W1600005093 cites W1512558465 @default.
• W1600005093 cites W1516422303 @default.
• W1600005093 cites W1543574586 @default.
• W1600005093 cites W1589922412 @default.
• W1600005093 cites W1595982529 @default.
• W1600005093 cites W1597587295 @default.
• W1600005093 cites W1825609847 @default.
• W1600005093 cites W1971713783 @default.
• W1600005093 cites W1973678262 @default.
• W1600005093 cites W1973959218 @default.
• W1600005093 cites W1977166961 @default.
• W1600005093 cites W1977673367 @default.
• W1600005093 cites W1980988541 @default.
• W1600005093 cites W1984948669 @default.
• W1600005093 cites W1985157938 @default.
• W1600005093 cites W1989275788 @default.
• W1600005093 cites W1989933399 @default.
• W1600005093 cites W1998677466 @default.
• W1600005093 cites W2002393636 @default.
• W1600005093 cites W2003767009 @default.
• W1600005093 cites W2006600484 @default.
• W1600005093 cites W2008817604 @default.
• W1600005093 cites W2010300367 @default.
• W1600005093 cites W2013855871 @default.
• W1600005093 cites W2015316714 @default.
• W1600005093 cites W2015930615 @default.
• W1600005093 cites W2016028951 @default.
• W1600005093 cites W2020428763 @default.
• W1600005093 cites W2023826935 @default.
• W1600005093 cites W2028785873 @default.
• W1600005093 cites W2029198492 @default.
• W1600005093 cites W2030351330 @default.
• W1600005093 cites W2030548181 @default.
• W1600005093 cites W2032382731 @default.
• W1600005093 cites W2035167048 @default.
• W1600005093 cites W2036628376 @default.
• W1600005093 cites W2037269069 @default.
• W1600005093 cites W2038482419 @default.
• W1600005093 cites W2039062810 @default.
• W1600005093 cites W2041462006 @default.
• W1600005093 cites W2044267123 @default.
• W1600005093 cites W2044533958 @default.
• W1600005093 cites W2045381740 @default.
• W1600005093 cites W2048800902 @default.
• W1600005093 cites W2048849338 @default.
• W1600005093 cites W2055941213 @default.
• W1600005093 cites W2055958150 @default.
• W1600005093 cites W2057610982 @default.
• W1600005093 cites W2058078399 @default.
• W1600005093 cites W2061137367 @default.
• W1600005093 cites W2070891096 @default.
• W1600005093 cites W2072075941 @default.
• W1600005093 cites W2077590131 @default.
• W1600005093 cites W2077894872 @default.
• W1600005093 cites W2078236117 @default.
• W1600005093 cites W2079438472 @default.
• W1600005093 cites W2082211306 @default.
• W1600005093 cites W2088150169 @default.
• W1600005093 cites W2088204895 @default.
• W1600005093 cites W2096566523 @default.
• W1600005093 cites W2099520003 @default.
• W1600005093 cites W2101544483 @default.
• W1600005093 cites W2103879574 @default.
• W1600005093 cites W2106798814 @default.
• W1600005093 cites W2107570947 @default.
• W1600005093 cites W2109184320 @default.
• W1600005093 cites W2110374348 @default.
• W1600005093 cites W2113604236 @default.
• W1600005093 cites W2116442201 @default.
• W1600005093 cites W2116912141 @default.
• W1600005093 cites W2122806526 @default.
• W1600005093 cites W2125520394 @default.
• W1600005093 cites W2127744785 @default.
• W1600005093 cites W2128633294 @default.
• W1600005093 cites W2129905273 @default.
• W1600005093 cites W2130029527 @default.
• W1600005093 cites W2131177033 @default.
• W1600005093 cites W2133756464 @default.
• W1600005093 cites W2134658143 @default.
• W1600005093 cites W2134959613 @default.
• W1600005093 cites W2139569437 @default.
• W1600005093 cites W2141207254 @default.
• W1600005093 cites W2143152597 @default.
• W1600005093 cites W2144487825 @default.
• W1600005093 cites W2145217437 @default.
• W1600005093 cites W2146660825 @default.
• W1600005093 cites W2161855990 @default.
• W1600005093 cites W2163557704 @default.
• W1600005093 cites W2163685283 @default.
• W1600005093 cites W2171309841 @default.
• W1600005093 cites W2177834589 @default.

• next