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...

Full description

Saved in:
Bibliographic Details
Main Author: Zakamulin, Valeriy (Author)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Palgrave Macmillan, 2017.
Series:New developments in quantitative trading and investment.
Subjects:
Online Access:Connect to this title online
Table of Contents:
  • 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.