Valeriy Zakamulin
Market Timing with Moving Averages
The Anatomy and Performance of Trading Rules
Paperback Engels 2018 9783319869728
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9783319869728
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing
Lezersrecensies
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Inhoudsopgave
<p>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.</p>
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