Patchara Surajaras, Richard J Sweeney, Richard Burdekin

Profit-Making Speculation in Foreign Exchange Markets

• Broschiertes Buch

Produktbeschreibung

Technical analysis is not supposed consistently to beat financial markets. In this book, however, Professors Surajaras and Sweeney seek to establish that carefully chosen rules can produce substantial and consistent measured profits over time.

Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 294
• Erscheinungstermin: 31. Oktober 2024
• Englisch
• Abmessung: 241mm x 152mm
• Gewicht: 430g
• ISBN-13: 9780367299880
• ISBN-10: 0367299887
• Artikelnr.: 70974675

Autorenporträt

Richard J. Sweeney and Patchara Surajaras

Inhaltsangabe

Part I: Introduction 1. Introduction Part II: Tests and Data 2. Previous
studies of technical analysis 3. Statistical tests of risk-adjusted profits
from trading rules - the X-test 4. Selecting trading rules Part III:
Performance of Technical Strategies 5. Equally-weighted portfolios of
currencies, with rules tailored for each currency 6. Variably-weighted
portfolios of currencies, with rules tailored for each currency 7.
Speculating on indexes of currencies 8. Speculating with a portfolio
upgrade approach 9. Comparing the performances of technical trading
strategies Part IV: Stability of Speculative Profits 10. The stability of
speculative profits Part V: Implications for Policymakers 11. Implications
for the theory and practice of financial economics 12. Implications for
policymakers.