Simple trend-following strategies in currency trading

Author: James, Jessica

Source: Quantitative Finance, Volume 3, Number 4, August 2003 , pp. C75-C77(3)

Publisher: Routledge, part of the Taylor & Francis Group

Document Type: Research article

DOI: http://dx.doi.org/10.1088/1469-7688/3/4/604

Affiliations: 1: CitiFX® Risk Advisory Group Investor Strategy, Citigroup

Publication date: 2003-08-01

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