"Technical Analysis in Financial Markets"

		2.7.2	What causes success and failure of technical trading?	71
	2.8	Concluding remarks		72
	Appendix			75
		A.	Tables	75
		B.	Parameters of technical trading strategies	89
3	Technical Trading Rule Performance in Dow-Jones Industrial Average Listed Stocks			93
	3.1	Introduction		93
	3.2	Data and summary statistics		97
	3.3	Technical trading strategies		100
	3.4	Trading profits		100
	3.5	Data snooping		102
	3.6	Empirical results		106
		3.6.1	Results for the mean return criterion	106
		3.6.2	Results for the Sharpe ratio criterion	112
	3.7	A recursive out-of-sample forecasting approach		115
	3.8	Conclusion		118
	Appendix			120
		A.	Tables	120
		B.	Parameters of technical trading strategies	143
		C.	Parameters of recursive optimizing and testing procedure	145
4	Technical Trading Rule Performance in Amsterdam Stock Exchange Listed Stocks			147
	4.1	Introduction		147
	4.2	Data and summary statistics		148
	4.3	Empirical results		150
		4.3.1	Results for themean return criterion	150
		4.3.2	Results for the Sharpe ratio criterion	156
	4.4	A recursive out-of-sample forecasting approach		158
	4.5	Conclusion		160
	Appendix			164
		A.	Tables	164
		B.	Parameters of recursive optimizing and testing procedure	184