Advanced Trading Rules

Technical trading rules and regime shifts in foreign exchange, B. LeBaron; mean-variance analysis, trading rules and emerging markets, D. Matteussen and S. Satchell; expected returns of directional forecasters, E. Acar; some exact results for moving-average trading rules with applications to UK indices, G.W. Kuo; the portfolio distribution of directional strategies, E. Acar and S. Satchell; the economic value of leading edge techniques for exchange rate prediction, C.L. Dunis; is more always better? head-and-shoulders and filter rules in foreign exchange markets, P.H.K. Chang and C.L. Osler; informative spillovers in the currency markets - a practical approach through exogenous trading rules, P. Lequeux; stop-loss rules as a monitoring device - theory and evidence from the bond futures market, B. Bensaid and O. De Bandt; evolving technical trading rules for S&P 500 futures, R. Karjalainen; commodity trading advisors and their role in managed futures, D. Edmonds; BAREP futures funds, D. Obert and E. Petitdidier.