|Title:||Optimatization of technical rules by genetic algorithms: Evidence from the Madrid stock market||Authors:||Fernández-Rodríguez, Fernando
|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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