An algorithm for testing the efficient market hypothesis.
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ABSTRACT:
SUBMITTER: Boboc IA
PROVIDER: S-EPMC3812129 | biostudies-literature | 2013
REPOSITORIES: biostudies-literature
Publications
An algorithm for testing the efficient market hypothesis.
Boboc Ioana-Andreea IA Dinică Mihai-Cristian MC
PloS one 20131029 10
The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average Convergence Divergence (MACD), Relative Strength Index (RSI) and Filter that gives buying and selling recommendations to investors. The algorithm optimizes the strategies by dynamically searching for parameters that improve profitability in the ...[more]
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