Market Timing with Moving Averages - The Anatomy and Performance of Trading Rules

This book provides a comprehensive guide to market timing using moving averages. Part I explores the foundations of market timing rules, presenting a methodology for examining how the value of a trading indicator is computed. Using this methodology the author then applies the computation of trading indicators to a variety of market timing rules to analyse the commonalities and differences between the rules. Part II goes on to present a comprehensive analysis of the empirical performance of trading rules based on moving averages.

List of contents

Chapter1 Introduction.- Chapter2 Moving Averages.- Chapter3 Trading Rules.- Chapter4 Anatomy of Trading Rules.- Chapter5 Case Study: Historical Performance of Trading Rules on Other.- Chapter6 Summary and Conclusions.

Summary

This book provides a comprehensive guide to market timing using moving averages. Part I explores the foundations of market timing rules, presenting a methodology for examining how the value of a trading indicator is computed. Using this methodology the author then applies the computation of trading indicators to a variety of market timing rules to analyse the commonalities and differences between the rules. Part II goes on to present a comprehensive analysis of the empirical performance of trading rules based on moving averages.

Product details

• Authors: Valeriy Zakamulin
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 30.08.2018
• EAN: 9783319869728
• ISBN: 978-3-31-986972-8
• No. of pages: 278
• Dimensions: 157 mm x 235 mm x 19 mm
• Weight: 480 g
• Illustrations: XXXII, 278 p. 64 illus.
• Series: New Developments in Quantitative Trading and Investment
• Subjects: Social sciences, law, business > Business > Business administration; B, Finance, Investment Banking, Financial Services, Economics and Finance, Securities, Applications of Mathematics, Finance & accounting, Economics, Mathematical, Financial Engineering, Quantitative Finance, Investments and Securities, Investment & securities