Browsing NTNU Handelshøyskolen by Author "Tyssedal, Sveinung"
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Risk-adjusted optimal strategies based on the Moving Average Crossover and the RSI technical trading rules : a study on the S&P 500
Tuvik, Fadi Khalaui; Tyssedal, Sveinung (Master thesis, 2017)This article tests the performance of optimized technical trading rules for the SPDR S&P 500 exchange traded fund in the period 2000 to 2016. To avoid data snooping, the optimization is performed on simulated time series ...