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The CRISMA trading system | The Journal of Portfolio

The : who says technical analysis can't beat the market?. An inter-market arbitrage trading system based on extended classifier systems,

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Well gang, I'm going back to index funds. R.E. (1992) The CRISMA trading system: the next five years. Journal of Portfolio Management 19: 22–25.

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Only 3 of 23 trading systems had negative mean monthly portfolio net returns after transaction costs,

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LIST OF TECHNICAL TRADING ARTICLES References [1] technical trading systems", Journal of Futures S. W. and R.E. White, 1988, \The CRISMA Trading System: Who Says

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Profitability of the CRISMA System: From World Indices to the Hong Kong Stock Market of technical trading systems, the CRISMA system introduced by Pruitt and White

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The CRISMA multiple component trading system (Pruitt and White, Journal of Portfolio Management, 14, 55-8, 1988) seeks to identify equity trades by using jointly the

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Testing the CRISMA trading system: evidence from the UK market

Allen, Franklin, and Risto Karjalainen. 1999. "Using Genetic Algorithms to Find Technical Trading Rules." Journal of Financial Economics, vol. 51, no. 2 (February

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Portfolio theory has been organized to overcome the challenge of assigning one’s wealth among different assets (Deng et al., 2005). Recognizing the best portfolio

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Generating trading rules on the stock markets with genetic programming. The CRISMA trading system: who says technical analysis can’t beat the market?

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The CRISMA technical trading system, which comprises price momentum, volume, and relative strength components, is among the most publicized evidence against market

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The CRISMA multiple component trading system (Pruitt and White, Journal of Portfolio Management, 14, 55-8, 1988) seeks to identify equity trades by using jointly the three technical filters of the relationship between 50 day and 200 day moving averages, relative strength and cumulative volume.

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The CRISMA trading system: Who says technical analysis can't beat the market? The system can't perform the operation now. Try again later. Articles 1–20.

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The Journal of Prediction Markets “A Test of Futures Market Disequilibrium Using Twelve Different Technical Trading Systems “The :

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Pruitt, Stephen W. and Richard E. White, 1989, Exchange-traded options and the CRISMA trading system, Journal of Portfolio Management 15, 55-56. Pruitt,

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