@misc{chen2017profitability,
  title={Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures},
  author={Jing-Chao Chen and Yu Zhou and Xi Wang},
  year={2017},
  eprint={1710.07470},
  archivePrefix={arXiv},
  primaryClass={q-fin.ST},
  doi={10.1016/j.physa.2017.11.088},
  url={https://arxiv.org/abs/1710.07470}
}