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.
| ISBN: | 9783319609690 |
| Publication date: | 4th December 2017 |
| Author: | Valeriy Zakamulin |
| Publisher: | Springer International Publishing AG |
| Format: | Hardback |
| Pagination: | 278 pages |
| Series: | New Developments in Quantitative Trading and Investment |
| Genres: |
Investment and securities |