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

SKU: 9783319609706

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Additional information

Full Title

Market Timing with Moving Averages The Anatomy and Performance of Trading Rules
Author(s)

Valeriy Zakamulin
Edition
ISBN

9783319609706, 9783319609690
Publisher

Palgrave Macmillan
Format

PDF and EPUB

Description

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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