A profitability study on the Malaysian futures markets using a new adjustable technical analysis indicator, adjustable bands Z-test-statistics' (ABZ')

Financial markets all over the world generally exist in 2 conditions: trending and ranging. One of the most frustrating issues confronting market technicians daily is the critical definition when market is ranging and when the market is trending. Applying a trending algorithm to a ranging market wil...

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Bibliographic Details
Main Authors: Mohamed, I., Azizan, N.A., Chan, J.P.M.
Format: Article
Language:English
Published: Academic Journals 2011
Subjects:
Online Access:http://eprints.um.edu.my/10183/1/A_profitability_study_on_the_Malaysian_futures_markets.pdf
http://eprints.um.edu.my/10183/
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