CUSUM TECHNIQUES FOR TECHNICAL TRADING IN FINANCIAL MARKET.pdfVIP

CUSUM TECHNIQUES FOR TECHNICAL TRADING IN FINANCIAL MARKET It is discovered that the CUSUM techniques used by people in the manufacturing industry can be adapted to yield a trading strategy in the financial market. The filter trading strategy familiar to people in finance is found to be a particular case of CUSUM procedures. A more general form of the CUSUM techniques will yield new trading strategies whi