Polish Information Processing Society (PIPS) - Buying stock market winners on Warsaw Stock Exchange - quantitative backtests of a short term trend following strategy

2015 Federated Conference on Computer Science and Information Systems (FedCSIS)

Author(s): Aleksander Fafula ; Krzysztof Drelczuk
Publisher: Polish Information Processing Society (PIPS)
Publication Date: 1 September 2015
Conference Location: Lodz, Poland
Conference Date: 13 September 2015
Page(s): 1,361 - 1,366
ISBN (Electronic): 978-8-3608-1065-1
ISBN (USB): 978-8-3608-1067-5
DOI: 10.15439/2015F338

This paper focuses on one of the most popular issues in the Polish finance - is the `buying stock market winners' profitable on the Warsaw Stock Exchange? This study tested whether Ichimoku trend... View More