Market Timing with Moving Averages
Author | : Valeriy Zakamulin |
Publisher | : Springer |
Total Pages | : 300 |
Release | : 2017-11-17 |
ISBN-10 | : 9783319609706 |
ISBN-13 | : 331960970X |
Rating | : 4/5 (06 Downloads) |
Download or read book Market Timing with Moving Averages written by Valeriy Zakamulin and published by Springer. This book was released on 2017-11-17 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.