This
paper examines the day of the week effect in the crypto currency market using a
variety of statistical techniques (average analysis, Student's t - test, ANOVA, the Kruskal - Wallis test, and regression analysis with dummy variables) as well as a
trading simulation approach.
In their March 2018
paper entitled «Pairs
Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum», Ioannis Psaradellis, Jason Laws, Athanasios Pantelous and Georgios Sermpinis test a variety of technical trading rules for long - short trading of 15 commodity futures, equity indexes and currency pairs (all versus the U.S. dollar) frequently used on trading websites or offered by financial market
Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum», Ioannis Psaradellis, Jason Laws, Athanasios Pantelous and Georgios Sermpinis test a
variety of technical
trading rules for long - short trading of 15 commodity futures, equity indexes and currency pairs (all versus the U.S. dollar) frequently used on trading websites or offered by financial market
trading rules for long - short
trading of 15 commodity futures, equity indexes and currency pairs (all versus the U.S. dollar) frequently used on trading websites or offered by financial market
trading of 15 commodity futures, equity indexes and currency pairs (all versus the U.S. dollar) frequently used on
trading websites or offered by financial market
trading websites or offered by financial market firms.
As executive editor, Maria oversees all print and online
trade and consumer content for RISMedia, including Real Estate magazine, the monthly Power Broker Report digital newsletter, RISMedia's annual Power Broker Report & Survey, and a
variety of special - interest publications, including research reports and industry white
papers.