Technical Analysis of STOCKS & COMMODITIES
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A Nonparametric Performance Measure by Guy Brys and Luc Van Hof
ARTICLE SYNOPSIS...A Nonparametric Performance Measure by Guy Brys and Luc Van Hof
Many an indicator generates buy/sell signals, but how effective are they?
We can measure the quality of such signals by embedding them into a fairly simple trading system. We will apply tw