The purpose of this report is to review the evidence on the profitability of technical analysis.
The empirical literature is categorized into two groups," early" and" modern" studies …

We conduct tests for the presence of low‐dimensional chaotic structure in the futures prices
of four important agricultural commodities. Though there is strong evidence of non‐linear …

The primary hypothesis of this article is that technical modeling methods may represent
crude but useful ways of exploring nonlinear qualities in data. More specifically, it is …

This article tests for the presence of low-dimensional chaos in the coffee, cocoa and sugar
futures markets. While it finds strong evidence of non-linear dependence in the returns, the …

Purpose–To investigate the performance of moving average trading rules in an emerging
market context, namely that of the Jordanian stock market. Design/methodology/approach …

This paper tests for and provides evidence of nonlinear dependencies in palladium and
platinum futures prices. The results indicate that ARCH-type processes, with controls for …

This paper compares the Tel-Aviv Stock Exchange (TASE) 25 Index (TA25) to the S&P 500
Index with respect to the extent that the Technical Analysis method of moving average can …

This paper proposes and implements a new methodology for forecasting time series, based
on bicorrelations and cross‐bicorrelations. It is shown that the forecasting technique arises …

The CRISMA multiple component trading system (Pruitt and White, Journal of Portfolio
Management, 14, 55-8, 1988) seeks to identify equity trades by using jointly the three …

This paper investigates the daily volatility spillovers between crude oil prices and equity
indexes in several developed markets. We find that the price and index series exhibit …