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Simple trend-following strategies in currency trading

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  • Jessica James
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    Abstract

    Jessica James discusses how simple trading rules, applied systematically, can yield interesting results.

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    File URL: http://www.tandfonline.com/doi/abs/10.1088/1469-7688/3/4/604
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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal Quantitative Finance.

    Volume (Year): 3 (2003)
    Issue (Month): 4 ()
    Pages: 75-77

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    Handle: RePEc:taf:quantf:v:3:y:2003:i:4:p:75-77

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    Web page: http://www.tandfonline.com/RQUF20

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    Cited by:
    1. Carlo Altavilla & Paul De Grauwe, 2010. "Non-linearities in the relation between the exchange rate and its fundamentals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-21.
    2. Michael Melvin & John Prins & Duncan Shand, 2013. "Forecasting Exchange Rates: An Investor Perspective," CESifo Working Paper Series 4238, CESifo Group Munich.
    3. De Grauwe, Paul & Grimaldi, Marianna, 2004. "Exchange Rate Puzzles: A Tale of Switching Attractors," Working Paper Series 163, Sveriges Riksbank (Central Bank of Sweden).
    4. De Grauwe, Paul & Grimaldi, Marianna, 2006. "Exchange rate puzzles: A tale of switching attractors," European Economic Review, Elsevier, vol. 50(1), pages 1-33, January.
    5. Tokár, T. & Horváth, D., 2012. "Market inefficiency identified by both single and multiple currency trends," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5620-5627.

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