Allstaters,
Some time ago (between one and two years ago, I think) I read a brief
report in the Financial Times about a study published in one of the
economics/econometrics journals (I think) which investigated the efficacy
of the double moving average method of technical analysis for playing
financial markets. Foolishly, I omitted to make a note of the reference at
the time and now, of course, I cannot find it. Can anyone help me locate
this paper? I regret that I cannot recall the name(s) of the author(s).
Incidentally, for those who are interested, I believe that the conclusion
of the paper was that this method is ineffective!
Allan
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Dr. Allan White, Statistical Advisory Service, University of Birmingham
Tel. 0121-414 4750 or 44750 (internal), Email [log in to unmask]
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