Data for: Tactical Asset Allocation on technical trading rules and Data Snooping

Name: Data for: Tactical Asset Allocation on technical trading rules and Data Snooping
Creator: Zhiguang Cao
Published: 2019-08-28T11:58:22.094Z
Keywords: Financial Market

Cao, Zhiguang; Han, Qiheng; Yang, Junmin; Wang, Qiyu

doi:10.17632/8zf5rf4g6y.5

Data for: Tactical Asset Allocation on technical trading rules and Data Snooping

Published: 28 August 2019| Version 5 | DOI: 10.17632/8zf5rf4g6y.5

Contributors:

Zhiguang Cao, Qiheng Han, Junmin Yang, Qiyu Wang

Description

This file contains monthly stock indices from 1990/12 to 2017/12: SET, KOSPI, FTSE STI , SENSEX30, Nikkei225, JKSE, KLCI, PSI, SCI, S&P500,HSI, and also the risk-free rate.

Data for: Tactical Asset Allocation on technical trading rules and Data Snooping

Description

Files

Categories

Licence