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Market Timing with Moving Averages

The Anatomy and Performance of Trading Rules

Economics, Finance, Business and Management Finance and the finance industry Investment and securities Applied mathematics

Author: Valeriy Zakamulin

Collection: New Developments in Quantitative Trading and Investment

Language: English

Published by: Palgrave Macmillan

Published on: 17th November 2017

Format: LCP-protected ePub

Size: 2 Mb

ISBN: 9783319609706

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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.

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