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...
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 |
Similar Items
-
CHARTS STRUTT-INCE FOR GENERALIZED MATHIEU EQUATION
by: R.I. Parovik
Published: (2012-06-01) -
Rockfall Research: A Bibliometric Analysis and Future Trends
by: Josué Briones-Bitar, et al.
Published: (2020-10-01) -
The Dynamics of Electricity Production in Ukraine and its Forecasting
by: Hlotov Yevhen O., et al.
Published: (2018-01-01) -
TREND ANALYSIS OF THE ROCK MASS PROPERTIES ON THE BASIS OF FRACTAL REPRESENTATION OF SPATIAL RANGES
by: O. G. Latyshev, et al.
Published: (2018-07-01) -
On the returns of trend-following trading strategies
by: Lundström, Christian
Published: (2017)