TY - JOUR T1 - Is the Rate-of-Change Oscillator Profitable? JF - The Journal of Investing SP - 72 LP - 74 DO - 10.3905/joi.2011.20.3.072 VL - 20 IS - 3 AU - Terence Tai-Leung Chong AU - Ka Wai Leung AU - Ho Yin Yuen Y1 - 2011/08/31 UR - https://pm-research.com/content/20/3/72.abstract N2 - The authors evaluate the profitability of trading rules associated with the rate of change (ROC) oscillator. The ROC is an oscillator indicating the trend of the price of a security. Using the data of 13 major stock market indices, they find that the rule generated by the crossing of ROC and its exponential moving average performs extremely well in the stock markets of greater China.TOPICS: Technical analysis, equity portfolio management, analysis of individual factors/risk premia ER -