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- W4233408045 abstract "We investigate the existence of chart patterns in the euro/dollar intradaily foreign exchange market. We use two identification methods of the different chart patterns: one built on 5-min close prices only, and one based on both 5-min low and high prices. We look for twelve types of chart patterns and we study the detected patterns through two criteria: predictability and profitability. We run a Monte Carlo simulation to compute the statistical significance of the obtained results. We find an apparent existence of some chart patterns in the currency market. More than one half of detected charts present a significant predictability. Nevertheless, only two chart patterns imply a significant profitability which is however too small to cover the transaction costs. The second extrema detection method provides higher but riskier profits than the first one." @default.
- W4233408045 created "2022-05-12" @default.
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- W4233408045 date "2008-01-01" @default.
- W4233408045 modified "2023-10-18" @default.
- W4233408045 title "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market" @default.
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- W4233408045 doi "https://doi.org/10.1007/978-3-7908-1992-2_9" @default.
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