St. Louis Fed  |   Economic Research  |   EconDISC®  |   FRED®  |   GeoFRED®  |   ALFRED®  |   CASSIDI®  |   FRASER®  |   Liber8®  |   APIs  |   Fed System Help 
Logo: Economic Research, Federal Reserve Bank of St. Louis
RSS | Email Notifications | Data Lists | My Account | Log In
  Publications     Economic Data - FRED®     Working Papers     Economists     Conferences     CRE8®    
 
Employment  |   Seminars  |   Monetary Aggregates  |   Tracking the Recession  

Home > Economists > Christopher Neely > What does genetic programming teach us about the foreign exchange market?

PPT Slide

VII) What do we learn about market efficiency from these exercises?
A) The success of TA presents a puzzle to the EMH; the success of GP deepens this puzzle because GP provides a true, ex ante test of technical trading rules.
B) There has been work on institutional constraints that may explain some lack of risk arbitrage.
Previous slide Next slide Back to first slide View graphic version Return to Chris Neely's Homepage


  About | Contact Us | Privacy | Legal Top of Page  

© 2009 Federal Reserve Bank of St. Louis