Description
| Product ID: | 9783319609690 |
| Product Form: | Hardback |
| Country of Manufacture: | CH |
| Series: | New Developments in Quantitative Trading and Investment |
| Title: | Market Timing with Moving Averages |
| Subtitle: | The Anatomy and Performance of Trading Rules |
| Authors: | Author: Valeriy Zakamulin |
| Page Count: | 278 |
| Subjects: | Investment and securities, Investment & securities |
| Description: | Select Guide Rating 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. |
| Imprint Name: | Springer International Publishing AG |
| Publisher Name: | Springer International Publishing AG |
| Country of Publication: | GB |
| Publishing Date: | 2017-12-04 |