Market Timing with Moving Averages The Anatomy and Performance of Trading Rules /

• 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: Finance.; Investment banking.; Securities.; Financial engineering.; Economics, Mathematical.; Financial Engineering.; Investments and Securities.; Quantitative Finance.

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...

Πίνακας περιεχομένων:

• 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.