Market Timing with Moving Averages: The Anatomy and Performance of Trading RulesThis 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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Contents
| 2 | |
| 3 | |
| 11 | |
3 Types of Moving Averages | 22 |
Trading Rules and Their Anatomy | 53 |
4 Technical Trading Rules | 55 |
5 Anatomy of Trading Rules | 70 |
Performance Testing Methodology | 103 |
6 Transaction Costs and Returns to a Trading Strategy | 105 |
Other editions - View all
Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules Valeriy Zakamulin No preview available - 2018 |
Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules Valeriy Zakamulin No preview available - 2017 |
Common terms and phrases
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Bibliographic information
| Title | Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules New Developments in Quantitative Trading and Investment |
| Author | Valeriy Zakamulin |
| Publisher | Springer, 2017 |
| ISBN | 331960970X, 9783319609706 |
| Length | 278 pages |
| Subjects | › › Business & Economics / Accounting / General Business & Economics / Finance / Financial Engineering Business & Economics / Finance / General Business & Economics / Investments & Securities / General Business & Economics / Management Mathematics / Applied |
| Export Citation | BiBTeX EndNote RefMan |