Combining mean reversion and momentum trading strategies in foreign exchange markets

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A SIMPLE TEST OF MOMENTUM IN FOREIGN EXCHANGE MARKETS

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Combining Mean Reversion and Momentum Trading Strategies

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Combining Mean Reversion and Momentum Trading Strategies

Combining Mean Reversion and Momentum Trading Strategies in Foreign Exchange Markets. Alina F. Serban* Department of Economics, West Virginia University Morgantown WV

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Strategy diversification: Combining momentum and carry

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