The Best Trading System to Generate Profits

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The Best Trading System to Generate Profits

This research attempts to use risk adjusted performance measure sucha as Jensen and Sharpe to evaluate the profitability of technical trading systems in the Malaysian stock market. We tested 13 techical trading systems such 1-30 dual simple moving average crossover, 5-20 dual simple moving average c...

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Bibliographic Details
Main Authors:	F. K., H., Noor Azlinna, Azizan
Format:	Conference or Workshop Item
Language:	English
Published:	2011
Subjects:	TA Engineering (General). Civil engineering (General)
Online Access:	http://umpir.ump.edu.my/id/eprint/4214/ http://umpir.ump.edu.my/id/eprint/4214/1/the_best_trading.pdf

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