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Performance statistics naive strategy and buy&hold

Performance statistics naive strategy and buy&hold

Source publication
Performance statistics naive strategy and buy&hold
Test for difference of P W R and P LR for long positions and...
Test for difference of P W R and P LR for short positions and...
Retail investors' trading behaviour in foreign exchange markets
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  • Feb 2019
Based on a dataset of positioning data from one of the largest forex trading platforms in the world, we study the trading behaviour of retail investors on a daily frequency for 14 currency pairs. We examine, whether retail investors could benefit from positioning data. Using a quantile regression framework we find that a representative investor sho...
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