Various moving average convergence divergence trading strategies: a comparison

Some studies published recently (Dejan Eric, 2009; R. Rosillo, 2013; Terence Tai-Leung Chong, 2008; Ülkü and Prodan, 2013) uncover that moving average convergence divergence (MACD) trading rules have predictive ability in many countries. The MACD trading strategies applied by these papers to execute...

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Bibliographic Details
Main Author: Nguyen Hoang Hung
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2016-07-01
Series:Investment Management & Financial Innovations
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/7324/imfi_en_2016_02cont2_Hung.pdf