James Kozyra

Lakehead University

955 Oliver Road

Thunder Bay, Ontario P7B 5E1

Canada

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Using VIX Data to Enhance Technical Trading Signals

Number of pages: 6 Posted: 19 Sep 2011
James Kozyra and Camillo Lento
Lakehead University and Lakehead University
Downloads 1,117 (12,222)

Abstract:

Technical analysis, volatility, VIX

2.

Filter Rules: Follow the Trend, or Take the Contrarian Approach?

Number of pages: 8 Posted: 06 Nov 2010
James Kozyra and Camillo Lento
Lakehead University and Lakehead University
Downloads 516 (34,628)

Abstract:

Filter Rule, Market Efficiency, Contrarian Trading Strategy