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Simple trend-following strategies in currency trading

Author

Listed:
  • Jessica James
Abstract
Jessica James discusses how simple trading rules, applied systematically, can yield interesting results.

Suggested Citation

  • Jessica James, 2003. "Simple trend-following strategies in currency trading," Quantitative Finance, Taylor & Francis Journals, vol. 3(4), pages 75-77.
    • Handle: RePEc:taf:quantf:v:3:y:2003:i:4:p:75-77
    DOI: 10.1088/1469-7688/3/4/604
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    Citations

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    Cited by:

    1. Carlo Altavilla & Paul De Grauwe, 2010. "Non-linearities in the relation between the exchange rate and its fundamentals," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 1-21.
    2. Hau, Harald, 2002. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 611-630, August.
    3. Monira Essa Aloud, 2016. "Profitability of Directional Change Based Trading Strategies: The Case of Saudi Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 87-95.
    4. Paul De Grauwe & Marianna Grimaldi, 2014. "Exchange Rate Puzzles: A Tale of Switching Attractors," World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 3, pages 71-117, World Scientific Publishing Co. Pte. Ltd..
    5. Melvin, Michael & Prins, John & Shand, Duncan, 2013. "Forecasting Exchange Rates: an Investor Perspective," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 721-750, Elsevier.
    6. Tokár, T. & Horváth, D., 2012. "Market inefficiency identified by both single and multiple currency trends," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5620-5627.
    7. Hui, Wang & Xin-gang, Zhao & Ling-zhi, Ren & Fan, Lu, 2021. "An agent-based modeling approach for analyzing the influence of market participants’ strategic behavior on green certificate trading," Energy, Elsevier, vol. 218(C).
    8. Zakamulin, Valeriy & Giner, Javier, 2023. "Optimal trend-following with transaction costs," International Review of Financial Analysis, Elsevier, vol. 90(C).

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