In a 2000 paper, Andrew Lo back-analyzed data from the U.S. from 1962 to 1996 and found that „several technical indicators do present incremental info and will have some sensible worth”. Burton Malkiel dismissed the irregularities mentioned by Lo and McKinlay as being too small to profit from. Steps To Create A Successful Trading Strategy …
Jakub Spychalski Biuro Rachunkowe
