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Recent content by davidsomseb

  1. D

    MA-100 B$H Strategy for trading

    To test the robustness of results, we divide the entire sample into four sub-periods and provide the estimated BECs for Strategies 1 and 3 for MA-100, MA-150, and MA-200 in Table 6. Table 6 presents the risk and BECs of our best three rules for four sub-periods. The risks (standard deviation of...
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