An Empirical Comparison of Fast and Slow Stochastics

Terence Tai Leung Chong, Alan Tsz Chung Tang and Kwun Ho Chan

MPRA Paper from University Library of Munich, Germany

Abstract: This paper compares the profitability of Stochastic Oscillators (STC) in 13 major stock market indices worldwide. We demonstrate, in contrast to common expectations, that the fast STC outperforms the slow STC in most markets, despite that fact that the latter can filter noisy trading signals whilst the prior cannot.

Keywords: Fast Stochastic; Slow Stochastic; Efficient Market Hypothesis. (search for similar items in EconPapers)
JEL-codes: G14 G15 (search for similar items in EconPapers)
Date: 2016-08-04
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Published in IFTA Journal 2017 (2017): pp. 105-107

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:80559

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