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Can I read Open Interest in German Technical Trading on EtoBox?
Open Interest in German Technical Trading by Kiran Kumar is a document available to read on EtoBox.
What is Open Interest in German Technical Trading about?
This document analyzes whether technical trading strategies that incorporate options open interest data can outperform strategies based solely on spot market data. The study applies 2040 technical trading rules to the German DAX index and stocks, combining signals from the spot market and put/call open interest. Results show open interest rules can improve predictive power over spot-only rules. Both put and call open interest contain information about future prices, while open interest differentials perform
- Author
- Kiran Kumar
- Language
- EN