Technical Trading in Financial Markets

I will discuss the revival of the academic debate on the profitability of technical trading rules in financial markets, and why it is of theoretical as well as practical interest. I will describe some of my recent work on the application of genetic programming techniques in the foreign exchange market, and discuss the advantages and limitations of this approach.

Author: Paul Weller
Finance Department
University of Iowa

Paul Weller is the John F. Murray Professor of Finance at the University of
Iowa. He obtained his Ph.D. in economics from the University of Essex. He has taught at Warwick University and Cornell University, and has been a visiting scholar at the IMF and the Federal Reserve Bank of St. Louis. He has also worked as a consultant for the OECD on the effects of financial market liberalization. His research interests are in the area of international finance, and he has published on a variety of topics including technical trading in currency markets, the effects of central bank intervention, exchange rate target zones and the impact of derivatives on volatility in currency markets.

Technical Trading in Financial Markets

Click here to start

Table of Contents