The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks

Matthieu Duvinage, Paolo Mazza () and Mikael Petitjean

No 2671, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2013-01-01
Note: In : Quantitative Finance, 13(7) 2013, p. 1059-1070
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Journal Article: The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks (2013)
Working Paper: The intra-day performance of market timing strategies and trading systems based on Japanese candlesticks (2013)
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