Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets

• Main Author: Chan, Jacinta Phooi M'ng
• Format: Article
• Published: Elsevier 2018
• Subjects: HF Commerce; HG Finance
• Online Access: http://eprints.um.edu.my/21024/; https://doi.org/10.1016/j.physa.2018.06.010

To determine the predictability of futures time series, the daily stock market indices’ futures returns from the Asia Tigers countries, namely Hong Kong's Hang Seng Futures (HSF), South Korea's KOSPI Futures (KOSPIF), Singapore's SiMSCI Futures (SiMSCIF) and Taiwan's TAIEX Future...