Technical system trading returns from commodity futures markets

Technical trading systems, also known as system trading or trend following systems, are computerized futures trading methods which use past prices to determine buying and selling signals. System traded monthly returns are computed across 19 commodity futures markets and for a commodity futures port...

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Bibliographic Details
Main Author: Weselake, J. Jonathan
Language:en_US
Published: 2007
Online Access:http://hdl.handle.net/1993/1956