Market Timing with Moving Averages
The Anatomy and Performance of Trading Rules| By: | Valeriy Zakamulin |
| Publisher: | Springer Nature |
| Print ISBN: | 9783319609690 |
| eText ISBN: | 9783319609706 |
| Edition: | 0 |
| Copyright: | 2017 |
| Format: | Page Fidelity |
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Table of Contents
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.