Analysis of the predictive ability and profitability of an analytically derived trading algorithm in the intra-day spot foreign exchange market
Includes abstract. === Includes bibliographical references (leaves 87-93). === This paper examines the predictive power and profitability of an analytically derived, technical trading algorithm in the intraday spot foreign exchange market, using over nine years of hourly data. This trading rule, the...
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| Format: | Dissertation |
| Language: | English |
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University of Cape Town
2015
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| Online Access: | http://hdl.handle.net/11427/11470 |