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    3. Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules

    Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules

    Posted By: hill0
    Date: 18 Nov 2017 06:41:33
    Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules

    Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment) by Valeriy Zakamulin
    English | 4 Jan. 2018 | ISBN: 3319609696 | 278 Pages | PDF/EPUB | 6.06 MB

    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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