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

This book provides a comprehensive guide to market timing using moving averages. 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. 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.

• | Author: Valeriy Zakamulin
• | Publisher: Springer International Publishing AG
• | Publication Date: Dec 04, 2017
• | Number of Pages:
• | Language:
• | Binding: Hardback
• | ISBN-13: 9783319609690
• | ISBN-10: 3319609696