Home > Articles > Volume 10 (1992) > Chapter 7 (July 1992) > V. 10:7 (287-290): SIDEBAR: TESTING INDICATORS FOR PROFITABILITY

V. 10:7 (287-290): SIDEBAR: TESTING INDICATORS FOR PROFITABILITY

V. 10:7 (287-290): SIDEBAR: TESTING INDICATORS FOR PROFITABILITY
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TESTING INDICATORS FOR PROFITABILITY

In our first study of 34 indicators, MicroVest's BackTrak was used to simulate optimization using three strategies: speculation, hedging for a commercial holding a long position in the cash yen market and hedging for a commercial holding a short position in the cash yen market. ...




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