An algorithm for testing the efficient market hypothesis.
The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average Convergence Divergence (MACD), Relative Stren...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2013-01-01
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| Series: | PLoS ONE |
| Online Access: | http://europepmc.org/articles/PMC3812129?pdf=render |