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Trading futures using a channel rule: A study of the predictive power of technical analysis with currency examples

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  • Stephen J. Taylor

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  • Stephen J. Taylor, 1994. "Trading futures using a channel rule: A study of the predictive power of technical analysis with currency examples," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(2), pages 215-235, April.
  • Handle: RePEc:wly:jfutmk:v:14:y:1994:i:2:p:215-235
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    Cited by:

    1. Tarek Zaher, 2017. "The Value of Active Investment Strategies," NFI Working Papers 2017-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
    2. Chandrinos, Spyros K. & Lagaros, Nikos D., 2018. "Construction of currency portfolios by means of an optimized investment strategy," Operations Research Perspectives, Elsevier, vol. 5(C), pages 32-44.
    3. Senol Emir & Hasan Dincer & Umit Hacioglu & Serhat Yuksel, 2016. "Random Regression Forest Model using Technical Analysis Variables: An application on Turkish Banking Sector in Borsa Istanbul (BIST)," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 5(3), pages 85-102, April.
    4. Ryan Sullivan & Allan Timmermann & Halbert White, 1999. "Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap," Journal of Finance, American Finance Association, vol. 54(5), pages 1647-1691, October.
    5. Jackson, Antony & Ladley, Daniel, 2016. "Market ecologies: The effect of information on the interaction and profitability of technical trading strategies," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 270-280.
    6. Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017. "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 113-127.
    7. Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M., 2009. "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(2), pages 467-488, April.
    8. Potì, Valerio & Levich, Richard M. & Pattitoni, Pierpaolo & Cucurachi, Paolo, 2014. "Predictability, trading rule profitability and learning in currency markets," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 117-129.
    9. repec:spt:apfiba:v:7:y:2017:i:4:f:7_4_3 is not listed on IDEAS
    10. Levich, Richard M. & Potì, Valerio, 2015. "Predictability and ‘good deals’ in currency markets," International Journal of Forecasting, Elsevier, vol. 31(2), pages 454-472.
    11. Hales, John William, 1994. "Forecasting live hog futures using technical analysis," ISU General Staff Papers 1994010108000017636, Iowa State University, Department of Economics.
    12. Yin-Wong Cheung & Clement Yuk-Pang Wong, 1997. "The Performance of Trading Rules on Four Asian Currency Exchange Rates," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 1-22, March.

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