9783319609690-3319609696-Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment)

Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment)

ISBN-13: 9783319609690
ISBN-10: 3319609696
Edition: 1st ed. 2017
Author: Valeriy Zakamulin
Publication date: 2017
Publisher: Springer
Format: Hardcover 310 pages
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Book details

ISBN-13: 9783319609690
ISBN-10: 3319609696
Edition: 1st ed. 2017
Author: Valeriy Zakamulin
Publication date: 2017
Publisher: Springer
Format: Hardcover 310 pages

Summary

Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment) (ISBN-13: 9783319609690 and ISBN-10: 3319609696), written by authors Valeriy Zakamulin, was published by Springer in 2017. With an overall rating of 3.7 stars, it's a notable title among other Financial Engineering (Finance) books. You can easily purchase or rent Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment) (Hardcover) from BooksRun, along with many other new and used Financial Engineering books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $2.74.

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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