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Testing a price breakout strategy using Donchian Channels
This research report implements and tests the effectiveness of a trend following trading strategy on the South African Futures Exchange (SAFEX) through utilising Donchian Channels and modelled after the 'Turtle method' which was first popularized in the United States in the 1970s before the automati...
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| Format: | Thesis |
| Language: | English |
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Department of Finance and Tax
2016
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