THE CRISMA TRADING SYSTEM - WHO SAYS TECHNICAL ANALYSIS CANT BEAT THE MARKET

被引：36
|
作者：
PRUITT, SW [1 ]
WHITE, RE [1 ]
机构：
[1] UNIV N FLORIDA,FINANCE,JACKSONVILLE,FL 32216
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 1988年 / 14卷 / 03期
关键词：
D O I：
10.3905/jpm.1988.409149
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：55 / 58
页数：4
相关论文
共 39 条
  • [31] An Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data Framework
    Sezer, Omer Berat
    Ozbayoglu, A. Murat
    Dogdu, Erdogan
    [J]. PROCEEDINGS OF THE SOUTHEAST CONFERENCE ACM SE'17, 2017, : 223 - 226
  • [32] A Deep Neural-Network Based Stock Trading System Based on Evolutionary Optimized Technical Analysis Parameters
    Sezer, Omer Berat
    Ozbayoglu, Murat
    Dogdu, Erdogan
    [J]. COMPLEX ADAPTIVE SYSTEMS CONFERENCE WITH THEME: ENGINEERING CYBER PHYSICAL SYSTEMS, CAS, 2017, 114 : 473 - 480
  • [33] The Design of an Intelligent Lightweight Stock Trading System Using Deep Learning Models: Employing Technical Analysis Methods
    Yu, Seongjae
    Yang, Sung-Byung
    Yoon, Sang-Hyeak
    [J]. SYSTEMS, 2023, 11 (09):
  • [34] Event-Driven Energy Trading System in Microgrids: Aperiodic Market Model Analysis With a Game Theoretic Approach
    Park, Sangdon
    Lee, Joohyung
    Hwang, Ganguk
    Choi, Jun Kyun
    [J]. IEEE ACCESS, 2017, 5 : 26291 - 26302
  • [35] Evaluation on Raw Milk Trading System in Inner Mongolia - Based on the Analysis from the Perspectives of Security and Market Efficiency
    Na, WuYunTa
    Moritaka, Masahiro
    Fukuda, Susumu
    Zhang, Xiang Da
    [J]. JOURNAL OF THE FACULTY OF AGRICULTURE KYUSHU UNIVERSITY, 2019, 64 (02): : 387 - 394
  • [36] Research on Power Market Technical Analysis Index System Employing High-Low Matching Mechanism
    Li, Tao
    Wang, Shengyu
    [J]. MATERIALS SCIENCE, ENERGY TECHNOLOGY AND POWER ENGINEERING II (MEP2018), 2018, 1971
  • [37] Economic Planning and Comparative Analysis of Market-Driven Multi-Microgrid System for Peer-to-Peer Energy Trading
    Ali, Liaqat
    Muyeen, S. M.
    Bizhani, Hamed
    Simoes, Marcelo G.
    [J]. IEEE TRANSACTIONS ON INDUSTRY APPLICATIONS, 2022, 58 (03) : 4025 - 4036
  • [38] A novel interval-valued carbon price analysis and forecasting system based on multi-objective ensemble strategy for carbon trading market
    Hao, Yan
    Wang, Xiaodi
    Wang, Jianzhou
    Yang, Wendong
    [J]. EXPERT SYSTEMS WITH APPLICATIONS, 2024, 244
  • [39] Exploring the Linkage Between Secondary Technical and Vocational Education System, Labor Market and Family Setting. A Prospective Analysis from Central Chile
    Julia Fawaz-Yissi, Ma
    Vallejos-Cartes, Rosana
    [J]. EDUCATIONAL STUDIES-AESA, 2020, 56 (02): : 186 - 207
1234