£49.99
Market Timing with Moving Averages
The Anatomy and Performance of Trading Rules
Part I: Foundations of Market Timing
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: Empirical Performance Analysis
Part II goes on to present a comprehensive analysis of the empirical performance of trading rules based on moving averages.
