FX technical trading rules can be profitable sometimes!
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Zarrabi et al. (2017) show that from 1994 to 2014, technical trading rules are profitable in six currencies quoted in U.S. dollars, however they are not consistently profitable.
“Zarrabi et al. (2017) show that from 1994 to 2014, technical trading rules are profitable in six currencies quoted in U.S. dollars, however they are not consistently profitable.”
From Technical trading and cryptocurrencies (2021) · cites this paper as Zarrabi et al. (2017)
Zarrabi et al. (2017) supports the findings of Hsu et al. (2016).
“which is supported by the findings of Zarrabi et al. (2017)”
From Technical trading and cryptocurrencies (2021) · cites this paper as Zarrabi et al. 2017
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“We study a universe of 7,650 rules which is similar to the number of trading rules used in both the Sullivan, Timmermann, and White (1999) and Bajgrowicz and Scaillet (2012) papers.3 We use Qi and Wu’s (2006) parameters for the filter, moving average and channel breakout rule and, for the others,…”
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- Authors
- Zarrabi, N., Snaith, S., & Coakley, J.
- Affiliations
- University of Essex (GB)
- University of Victoria (CA)
- Corresponding author
- Coakley, Jerry
- Venue
- International Review of Financial Analysis
- Publisher
- Elsevier BV
- Published
- 2017-01
- Volume
- 49
- Pages
- 113-127
- ISSN
- 1057-5219 (ISSN-L)
- OpenAlex
- W2571351540
- Cited by
- 32
- References
- 41
- Citations by year
- 2026: 2 · 2024: 2 · 2023: 4 · 2022: 1 · 2021: 2 · 2020: 6 · 2019: 8 · 2018: 3 · 2017: 4
- FWCI
- 8.35
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- International Review of Financial Analysis (publishedVersion)
- Open Access at Essex (University of Essex) (acceptedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Funders
- Economic and Social Research Council (ES/L011859/1)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Keywords
- technical trading rules, foreign exchange market, data snooping bias, transaction costs, false discovery rate, adaptive market hypothesis, currency trading strategies, Sharpe ratio
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