Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/49188
Title: Optimatization of technical rules by genetic algorithms: Evidence from the Madrid stock market
Authors: Fernández-Rodríguez, Fernando 
González-Martel, Christian
Sosvilla-Rivero, Simón
Issue Date: 2005
Publisher: 0960-3107
Journal: Applied Financial Economics 
Abstract: This paper investigates the profitability of a simple and very common technical trading rule applied to the General Index of the Madrid Stock Market. The optimal trading rule parameter values are found using a genetic algorithm. The results suggest that, for reasonable trading costs, the technical trading rule is always superior to a risk-adjusted buy-and-hold strategy. © 2005 Taylor & Francis Group Ltd.
URI: http://hdl.handle.net/10553/49188
ISSN: 0960-3107
DOI: 10.1080/09603100500107818
Source: Applied Financial Economics[ISSN 0960-3107],v. 15, p. 773-775
Appears in Collections:Artículos
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