Author : Valeriy Zakamulin
Publisher : Springer
Page : 278 pages
File Size : 41,9 Mb
Release : 2017-11-17
Category : Business & Economics
ISBN : 9783319609706
Market Timing with Moving Averages by Valeriy Zakamulin Pdf
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.