Aleksander Fafula, Krzysztof Drelczuk. Buying stock market winners on Warsaw Stock Exchange - quantitative backtests of a short term trend following strategy. In Maria Ganzha, Leszek A. Maciaszek, Marcin Paprzycki, editors, 2015 Federated Conference on Computer Science and Information Systems, FedCSIS 2015, Lódz, Poland, September 13-16, 2015. pages 1361-1366, IEEE, 2015. [doi]
Abstract is missing.