Browsing NHH Brage by Author "Seljeset, Ida"

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Technical analysis in the foreign exchange market : testing the profitability of technical trading rules

Seljeset, Ida; Straume, Henriette Ellingsen (Master thesis, 2018)

In this analysis, three simple technical trading rules - filter rules, moving average rules and channel breakout rules - are tested in the foreign exchange market in the period from 1986-2016. The technical trading rules ...