Corbet, Shaen 
ORCID: 0000-0001-7430-7417, Eraslan, Veysel, Lucey, Brian ORCID: 0000-0002-4052-8235 and Sensoy, Ahmet
(2019)
The effectiveness of technical trading rules in cryptocurrency markets.
Finance Research Letters, 31
.
pp. 32-37.
ISSN 1544-6123
Abstract
We analyse various technical trading rules in the form of the moving average-oscillator
and trading range break-out strategies to specifically test resistance and support levels and
their trading performance using high-frequency Bitcoin returns. Overall, our results provide
significant support for the moving average strategies. In particular, variable-length moving
average rule performs the best with buy signals generating higher returns than sell signals
Metadata
| Item Type: | Article (Published) |
|---|---|
| Refereed: | Yes |
| Uncontrolled Keywords: | Bitcoin; Cryptocurrencies; Technical Analysis; High Frequency Trading; Efficient Market Hypothesis |
| Subjects: | Business > Finance |
| DCU Faculties and Centres: | DCU Faculties and Schools > DCU Business School |
| Publisher: | Elsevier |
| Official URL: | http://dx.doi.org/10.1016/j.frl.2019.04.027 |
| Copyright Information: | © 2019 Elsevier |
| ID Code: | 25053 |
| Deposited On: | 01 Oct 2020 11:51 by INVALID USER. Last Modified 08 Nov 2021 13:31 |
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