Publication Type
Master Thesis
Version
publishedVersion
Publication Date
2012
Abstract
Technical analysis, namely the moving average rule and the channel rule, is applied to the currency of an Asian managed floating exchange rate regime (USD/SGD) to see if opportunities for profitable trading exist. Instead of using only daily or monthly data, higher frequency time frames of 10, 15, 30 and 60 minutes are analyzed. Profitable strategies (if any) will be broken down and analyzed within smaller time frames to see if the profits are specifically in sample.
Keywords
technical analysis, foreign exchange, exchange rate, USD/SGD, currency, moving average
Degree Awarded
MSc in Finance
Discipline
Finance | Portfolio and Security Analysis
Supervisor(s)
HONG, Dong
First Page
1
Last Page
70
Publisher
Singapore Management University
City or Country
Singapore
Citation
LIAW, Siqin.
Technical Analysis: An Asian Perspective. (2012). 1-70.
Available at: https://ink.library.smu.edu.sg/etd_coll/87
Copyright Owner and License
Author
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.