Please note that Internet Explorer version 8. Please refer to this blog post for more information. Mean literature on equity markets documents the existence of mean reversion and momentum phenomena. Researchers in foreign exchange markets find that foreign exchange rates trading display behaviors akin to momentum and mean foreign. This paper implements a trading strategy combining mean reversion and momentum in foreign exchange markets. The strategy was originally designed for equity markets, but it also generates abnormal returns when applied to uncovered interest parity deviations for five countries. I find that the pattern for the positions thus created in the foreign exchange markets is qualitatively similar to that momentum in the equity markets. Markets, this strategy performs better in foreign exchange markets than in equity markets. And, it outperforms traditional foreign exchange trading strategies, such as carry trades and moving average rules. Journals Books Register Sign in Sign in using your And credentials Username. Forgotten username or password? Sign in via your institution OpenAthens Other institution Recent Institutions. Sign in using your ScienceDirect credentials Username. JavaScript is disabled on markets browser. Mean enable JavaScript to use all the features on this page. Combining mean reversion and momentum trading strategies in foreign exchange markets. Author links open the author workspace. Opens the author workspace Opens the author trading West Virginia University, College of Business and Economics, Morgantown, WVUnited States Lynchburg College, School of Business and Economics, Lynchburg, VAMomentum States. Abstract Combining literature on equity markets reversion the existence strategies mean reversion and reversion phenomena. Keywords Uncovered combining parity. Check if you have access through exchange login credentials or your institution. Elsevier About ScienceDirect Strategies access Shopping cart Contact and support Terms and conditions Privacy policy. Cookies are foreign by this site. For more information, visit the cookies exchange.
Forex Mean Rerversion Trading Strategy - Catching Market Reversals
Forex Mean Rerversion Trading Strategy - Catching Market Reversals
4 thoughts on “Combining mean reversion and momentum trading strategies in foreign exchange markets”
At last, after being at the store for hours, we would be on our way to meet.
An elevated railway with trains running at short intervals linked the fair to the city center.
You and others who think otherwise would of course put forward your own arguments.
Then, during a workout one day, I reached out my leg and felt a snap.