Are simple technical trading rules profitable in bitcoin markets?
Author:
Funder
Universiteit Gent
Vlaams Supercomputer Centrum
Vlaamse regering
Fonds Wetenschappelijk Onderzoek
Publisher
Elsevier BV
Reference38 articles.
1. No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance;Anghel;Economics Letters,2022
2. Technical trading revisited: False discoveries, persistence tests, and transaction costs;Bajgrowicz;Journal of Financial Economics,2012
3. Some stylized facts of the Bitcoin market;Bariviera;Physica A,2017
4. False discoveries in mutual fund performance: Measuring luck in estimated alphas;Barras;The Journal of Finance,2010
5. Controlling the false discovery rate: A practical and powerful approach to multiple testing;Benjamini;Journal of the Royal Statistical Society. Series B. Statistical Methodology,1995
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