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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Zakamulin, Valeriy (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2017.
Σειρά:New Developments in Quantitative Trading and Investment
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
LEADER 02354nam a22004455i 4500
001 978-3-319-60970-6
003 DE-He213
005 20171117035301.0
007 cr nn 008mamaa
008 171117s2017 gw | s |||| 0|eng d
020 |a 9783319609706  |9 978-3-319-60970-6 
024 7 |a 10.1007/978-3-319-60970-6  |2 doi 
040 |d GrThAP 
100 1 |a Zakamulin, Valeriy.  |e author. 
245 1 0 |a Market Timing with Moving Averages  |h [electronic resource] :  |b The Anatomy and Performance of Trading Rules /  |c by Valeriy Zakamulin. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Palgrave Macmillan,  |c 2017. 
300 |a XXXII, 278 p. 64 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a New Developments in Quantitative Trading and Investment 
505 0 |a 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. 
520 |a 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. 
650 0 |a Finance. 
650 0 |a Investment banking. 
650 0 |a Securities. 
650 0 |a Financial engineering. 
650 0 |a Economics, Mathematical. 
650 1 4 |a Finance. 
650 2 4 |a Financial Engineering. 
650 2 4 |a Investments and Securities. 
650 2 4 |a Quantitative Finance. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319609690 
830 0 |a New Developments in Quantitative Trading and Investment 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-60970-6  |z Full Text via HEAL-Link 
912 |a ZDB-2-ECF 
950 |a Economics and Finance (Springer-41170)