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Full-Text Articles in Business
Predictable Responses In Currency Markets To Macroeconomic News: A Trading System Approach, Bruce Vanstone, Warwick Schneller
Predictable Responses In Currency Markets To Macroeconomic News: A Trading System Approach, Bruce Vanstone, Warwick Schneller
Bruce Vanstone
This paper analyses how the release of a macro news event affects exchange rate behaviour. The event examined was the US non-farm payrolls announcement and the British Pound (GBP)/ US Dollar (USD) were the selected currency pair. A trading system model was developed based on a formal methodology previously applied to equity markets. The system examined the currencies reaction to the announcement in determining whether any behavioural patterns were present. Based on the trading system, no exploitable trading patterns were found.
Financial Trading Systems Using Artificial Neural Networks, Bruce Vanstone, Gavin Finnie
Financial Trading Systems Using Artificial Neural Networks, Bruce Vanstone, Gavin Finnie
Bruce Vanstone
Soft computing represents that area of computing adapted from the physical sciences. Artificial intelligence techniques within this realm attempt to solve problems by applying physical laws and processes. This style of computing is particularly tolerant of imprecision and uncertainty, making the approach attractive to those researching within “noisy” realms, where the signal-to-noise ratio is quite low. Soft computing is normally accepted to include the three key areas of fuzzy logic, artificial neural networks, and probabilistic reasoning (which include genetic algorithms, chaos theory, etc.). The arena of investment trading is one such field where there is an abundance of noisy data. …
Momentum Returns To S&P/Asx 100 Constituents, Bruce Vanstone, Tobias Hahn, Gavin Finnie
Momentum Returns To S&P/Asx 100 Constituents, Bruce Vanstone, Tobias Hahn, Gavin Finnie
Bruce Vanstone
No abstract provided.
The Great Debate: Fundamental V Technical Analysis, Alison Harrington, Max Knobel, Bruce Vanstone, George Karakatsanis
The Great Debate: Fundamental V Technical Analysis, Alison Harrington, Max Knobel, Bruce Vanstone, George Karakatsanis
Bruce Vanstone
So, you want be a successful share market trader? It doesn’t matter whether you have a burning desire to be a hotshot analyst for a large fund manager or you just want to be a lot more hands-on with your own portfolio – you need to understand both Fundamental and Technical Analysis.
How To Generate Maximum Returns And Reduce Risk Using Position Sizing Techniques, Bruce Vanstone
How To Generate Maximum Returns And Reduce Risk Using Position Sizing Techniques, Bruce Vanstone
Bruce Vanstone
Selecting what and when to buy and sell is an important aspect of trading. However, it is not the only technique that determines how profitable a trader or investor will be. Overall profitability is also determined by how much is bought. Determining how much to buy or sell is the field of position sizing. Unfortunately, most traders tend to focus on their entry and exit signals, and position sizing usually receives only a cursory glance.