Research on futures trend trading strategy based on short term chart pattern

The main task of this paper is to examine a short term trend trading strategy in futures market based on chart pattern recognition, time series and computational analysis. Specifications of historical data for technical analysis and equations for futures profitability calculations together with pos...

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Bibliographic Details
Main Authors: Saulius Masteika, Aleksandras Vytautas Rutkauskas
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2012-10-01
Series:Journal of Business Economics and Management
Subjects:
Online Access:https://journals.vgtu.lt/index.php/JBEM/article/view/4436