RETRACTED - Adaptive Bands Z-Test-Statistics in Futures Markets: A New Technical Analysis Indicator
DOI:
https://doi.org/10.12725/ujbm.24.2Keywords:
Technical Analysis, Algorithm Trading System, Systematic Back Testing, Technical Indicators, Technical Trading Rules, Abnormal Returns above the Passive Buy-and-hold Policy, Adaptive Bands Z-Test StatisticsAbstract
RETRACTED - This paper presents a study of technical analysis trading rules that generate abnormal returns for futures prices. It reports abnormal returns above that of the passive buy-and-hold policy for FKLI, FCPO, Soybean Oil Futures, Soybean Futures and Corn Futures for year 2008 tested.
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