Trading currencies using moving averages – trend following versus contrarian strategies

Autor:	Julie R. Dahlquist
Rok vydání:	2005
Předmět:	Trend following Cross over Moving average Financial economics Contrarian Economics Business Management and Accounting (miscellaneous) Pairs trade Trading strategy Stock market Finance
Zdroj:	Managerial Finance. 31:60-66
ISSN:	0307-4358
DOI:	10.1108/03074350510769677
Popis:	Moving average trading strategies are examined for trading ten major currencies during the 1997‐2001 time period. Both a traditional trend‐following moving average cross over strategy and a contrarian strategy are tested. Following a simple moving average cross over out performed, on average, the contrarian strategy. However, neither strategy consistently outperformed a simple strategy of holding U.S. dollars during the four‐year test period.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2c459ec06599745133096942223a3cdd https://doi.org/10.1108/03074350510769677 Zobrazit plný text záznamu