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Technical Analysis
Trend-following trading rules have the potential to exploit any positive autocorelation in the stochastic process that generates returns.". Taylor (2005) page 157. ADMINISTRATION, M.O.F.B., 2003. THE EFFECT OF MACROECONOMIC VARIABLES ON THE PRICING OF COMMON STOCK UNDER TRENDING MARKET …. ALEXANDER, C., 1992. Capturing Full-Trend Profits in the Commodity Futures Markets. [ Cited by 1. ALEXANDER, Sidney S., Price Movements in Speculative Markets: Trends or Random Walks. Journal of Banking and Finance.
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