The application of trend following strategies in stock market trading

NCM 2009 - 5th International Joint Conference on INC, IMS, and IDC

Volumn , Issue , 2009, Pages 1971-1976

  Fong, Simon ^a   Tai, Jackie ^a  

^a UNIVERSITY OF MACAU   (Macao)

Author keywords

Stock market; Trading algorithm; Trend following

Indexed keywords

CURRENCY MARKETS; CURRENT TRENDS; FUTURE TRENDS; HONG-KONG; PREDICTION TOOLS; PRICE-PERFORMANCE; STATISTICAL FEATURES; STOCK MARKET; TRACK RECORD; TRADING MECHANISM;

FINANCE; INFORMATION MANAGEMENT; NEURAL NETWORKS; PROFITABILITY; SEMICONDUCTOR STORAGE;

COMMERCE;

EID: 73549123238     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NCM.2009.402     Document Type: Conference Paper

References (9)

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8. Covel, Michael, Trend Following: How Great Traders Make Millions in Up or Down Markets, Financial Times, Prentice Hall Books, 2004
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