Technical trading system performance in the Australian share market: Some empirical evidence

1996 ◽  
Vol 13 (1) ◽  
pp. 87-99 ◽  
Author(s):  
Jonathan Batten ◽  
Craig Ellis
Keyword(s):  
Empirical Evidence ◽  
System Performance ◽  
Trading System ◽  
Technical Trading

Is the CRISMA technical trading system profitable?

2006 ◽  
Vol 17 (2) ◽  
pp. 271-281
Author(s):  
Ben R. Marshall ◽  
Jared M. Cahan ◽  
Rochester H. Cahan
Keyword(s):  
Trading System ◽  
Technical Trading

scholarly journals The Impact of Selected Hedging Strategies on the Cash Flow Position of Cattle Feeders

1980 ◽  
Vol 12 (1) ◽  
pp. 85-93 ◽  
Author(s):  
Wayne D. Purcell ◽  
Don A. Riffe
Keyword(s):  
Mathematical Model ◽  
Cash Flow ◽  
Price Risk ◽  
Trading System ◽  
Technical Trading ◽  
Hedging Strategies ◽  
Cattle Feeding ◽  
Reduce Risk ◽  
The Impact

Price risk has been a major problem for cattle feeders during the 1970s. Since 1972, variability in cash cattle prices has increased dramatically as a result of volatility in the feed grain sector, the cyclical liquidation of cattle numbers which began in late 1973, and cyclical moves in hog prices. The increased levels of price risk have prompted increased interest in hedging.The literature on hedging strategies for cattle feeding operations continues to grow. Results of early studies show hedging has the capacity to reduce risk in cattle feeding as measured by the variance of per head profits (Heifner; Holland, Purcell and Hague). More recent studies have developed and tested strategies which have the potential both to reduce price risk and increase profits. Selective hedging is typically employed. A mathematical model to predict cash price, sell-buy signals based on some technical trading system, or some other approach is used to select when the cash position should be hedged.

scholarly journals TRADER HUB SYSTEM DEVELOPMENT USING VAN K THARP EXPECTANCY THEORY TO ANALYSE RETAIL FOREX TRADING SYSTEM PERFORMANCE

2020 ◽  
Vol 5 (2) ◽  
pp. 523
Author(s):  
Khairul Pakhrudin ◽  
Kamalia Azma Kamaruddin ◽  
Fauziah Ahmad
Keyword(s):  
Foreign Exchange ◽  
System Performance ◽  
System Development ◽  
Technical Analysis ◽  
Expectancy Theory ◽  
Trading System ◽  
Trading Systems ◽  
Systems Quality ◽  
Long Time ◽  
Analysis System

With the advance of technology, foreign exchange trading, known as forex or FX trading, has been conducted electronically using the Internet. Forex traders were using technical analysis to project the best price when buying or selling currencies, and by using the technical analysis tools, they have created their own trading system. Forex traders need to make consistent profitability in the long term to sustain in the forex market, therefore a good trading system is vital. In order to evaluate their trading system performance, forex traders can use the backtesting and forward testing methods. However, these two methods took a long time to perform and did not provide the exact benchmark quality of the trading system. This paper describes how Van K Tharp Expectancy Theory was applied in the development of the Trader Hub System (THS) to evaluate forex trading systems quality. By using the system development life cycle (SDLC) methodology, four phases have been undertaken, which were requirements gathering, requirements analysis, system design, and system development. The outcome is a system that can easily evaluate forex trading system performance; thus, it may help retail forex traders in Malaysia to do technical analysis on their foreign exchange pairs.

scholarly journals The effect of Al-Bai’ and wadiah contracts on sharia compliance and the sharia banking system performance through the Maqashid Index in sharia banks in Indonesia

2019 ◽  
Vol 14 (4) ◽  
pp. 104-113
Author(s):  
Wahyuniati Hamid ◽  
Ubud Salim ◽  
Djumahir ◽  
Siti Aisjah
Keyword(s):  
Financial Performance ◽  
Empirical Evidence ◽  
Causal Relationship ◽  
Research Design ◽  
System Performance ◽  
Banking System ◽  
Partial Least Square ◽  
Least Square ◽  
Real Sector ◽  
Analysis Method

This study sought to test and find empirical evidence on the effect of Al-Bai’ and wadiah contracts on sharia compliance and the performance of sharia banking system through the Maqashid sharia index. The study employed the explanatory research design, aimed at explaining a causal relationship among variables using a quantitative approach. The Partial Least Square (PLS) model was used as the analysis method to answer the hypotheses of this study. The authors found out that increases and decreases in wadiah contracts did not influence the financial performance of sharia banks. Another finding also showed that Al-Bai’ and wadiah contracts and sharia compliance had a significant effect on the performance of public sharia banks. This result evidenced that the concept of an Islamic bank should be a mediator, which should neither allow profiting from the fund, nor should be used to invest in the real sector of various funding systems.

scholarly journals Factors and Contingencies for the “It Pays to Be Green Hypothesis”. The European Union’s Emissions Trading System (EU ETS) and Financial Crisis as Contexts

2019 ◽  
Vol 16 (16) ◽  
pp. 2988 ◽  
Author(s):  
Joaquín Cañón-de-Francia ◽  
Concepión Garcés-Ayerbe
Keyword(s):  
Financial Crisis ◽  
Empirical Evidence ◽  
Emissions Trading ◽  
Positive Relationship ◽  
Eu Ets ◽  
The European Union ◽  
Trading System ◽  
Industrial Companies ◽  
External Conditions ◽  
Emissions Trading System

This study provides empirical evidence related to the “it pays to be green” hypothesis. Based on information from panel data approximately 42 industrial companies during an 8-year period, we determine some of the factors and contingences that affect the fulfilment of that hypothesis. We find that a certain level of proactivity in environmental strategy design is one of the conditions that favors a positive relationship between environmental investment and financial performance. We also provide empirical evidence on how some external conditions affect this positive relationship, such as regulatory pressure from the European Union Emissions Trading System (EU ETS) and the financial crisis.

scholarly journals Are Preferential Trading Arrangements Trade-Liberalizing or Protectionist?

1999 ◽  
Vol 13 (4) ◽  
pp. 105-124 ◽  
Author(s):  
Anne O Krueger
Keyword(s):  
Empirical Evidence ◽  
Free Trade ◽  
Free Trade Agreements ◽  
Trade Agreements ◽  
Trading System ◽  
Preferential Trade ◽  
Multilateral Trading System ◽  
Preferential Trading ◽  
Preferential Trading Arrangements

Preferential trade arrangements, and especially free trade agreements, have mushroomed in importance in the 1990s. This has revived research on the effects of these arrangements, both on the welfare of the member countries and those excluded, and on the momentum for further liberalization of the open multilateral trading system. This paper reviews the analyses and evidence to date as to these effects, showing that analytically anything can happen and that, to date, there has been insufficient experience to draw conclusions from empirical evidence.

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