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What is FX Technical Trading Rules Can Be Profit about?

This document summarizes a study that investigates the profitability of technical trading rules (TTRs) in foreign exchange (FX) markets. The study applies over 7,650 TTRs to six currencies against the US dollar from 1994 to 2014. It uses the false discovery rate (FDR) method to address data snooping bias and detect outperforming rules. In-sample results show that FDR identifies a large proportion of profitable TTRs for four currencies, even after accounting for transaction costs. However, out-of-sample pers

Author

sellomannya

Language

EN