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How low can you go? How high can you fly? Exploiting reversals following N-day highs and lows in the Forex- and the Swedish stock market and the implications of this for the hypothesis of weakly efficiant markets

Cohn, Andreas LU (2011) NEKK01 20102
Department of Economics
Abstract (Swedish)
This thesis deals with technical analysis, exploring the profitability of a trading strategy based on buy/sell signals after N-day lows/highs. The strategy is tested on 10 years of data in the Forex market and the Swedish stock market. The results show that significant profit can be made, and this is discussed in light of the hypothesis of weak market efficiency.
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author
Cohn, Andreas LU
supervisor
organization
course
NEKK01 20102
year
type
M2 - Bachelor Degree
subject
keywords
Technical analysis, Market efficiency, Trading strategy
language
English
id
1781028
date added to LUP
2011-02-28 13:11:15
date last changed
2011-02-28 13:11:15
@misc{1781028,
  abstract     = {This thesis deals with technical analysis, exploring the profitability of a trading strategy based on buy/sell signals after N-day lows/highs. The strategy is tested on 10 years of data in the Forex market and the Swedish stock market. The results show that significant profit can be made, and this is discussed in light of the hypothesis of weak market efficiency.},
  author       = {Cohn, Andreas},
  keyword      = {Technical analysis,Market efficiency,Trading strategy},
  language     = {eng},
  note         = {Student Paper},
  title        = {How low can you go? How high can you fly? Exploiting reversals following N-day highs and lows in the Forex- and the Swedish stock market and the implications of this for the hypothesis of weakly efficiant markets},
  year         = {2011},
}