Market Timing with Moving Averages The Anatomy and Performance of Trading 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...
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| Format: | Electronic eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| Series: | New Developments in Quantitative Trading and Investment
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| Online Access: | Full Text via HEAL-Link |
| Summary: | 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. |
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| Physical Description: | XXXII, 278 p. 64 illus. online resource. |
| ISBN: | 9783319609706 |
