Point and Figure Charting: a Computational Methodology and Trading Rule Performance in the S&P 500 Futures Market
Author: John A. Anderson, and Robert W. Faff Category: Advanced Forex Trading Books More Details
Description:
A scientific research article that clearly defines P&F trading rules for 8 chart patterns and then tests them on 9 years of high-frequency data for S&P500 futures. The results are worth looking at.
Back