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: Zakamulin, Valeriy
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: Zakamulin, Valeriy
Publication date: 2017
Publisher: Springer
Format: Hardcover 310 pages

Summary

Acknowledged authors Zakamulin, Valeriy wrote Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment) comprising 310 pages back in 2017. Textbook and eTextbook are published under ISBN 3319609696 and 9783319609690. Since then Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment) textbook was available to sell back to BooksRun online for the top buyback price of $ 4.41 or rent at the marketplace.

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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