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Market timing with moving averages =...
~
Zakamulin, Valeriy.
Market timing with moving averages = the anatomy and performance of trading rules /
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Market timing with moving averages/ by Valeriy Zakamulin.
Reminder of title:
the anatomy and performance of trading rules /
Author:
Zakamulin, Valeriy.
Published:
Cham :Springer International Publishing : : 2017.,
Description:
xxxii, 278 p. :ill., digital ; : 24 cm.;
Contained By:
Springer eBooks
Subject:
Investment analysis. -
Online resource:
http://dx.doi.org/10.1007/978-3-319-60970-6
ISBN:
9783319609706
Market timing with moving averages = the anatomy and performance of trading rules /
Zakamulin, Valeriy.
Market timing with moving averages
the anatomy and performance of trading rules /[electronic resource] :by Valeriy Zakamulin. - Cham :Springer International Publishing :2017. - xxxii, 278 p. :ill., digital ;24 cm. - New developments in quantitative trading and investment. - New developments in quantitative trading and investment..
Chapter1 Introduction -- Chapter2 Moving Averages -- Chapter3 Trading Rules -- Chapter4 Anatomy of Trading Rules -- Chapter5 Case Study: Historical Performance of Trading Rules on Other -- Chapter6 Summary and Conclusions.
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.
ISBN: 9783319609706
Standard No.: 10.1007/978-3-319-60970-6doiSubjects--Topical Terms:
557689
Investment analysis.
LC Class. No.: HG4529 / .Z35 2017
Dewey Class. No.: 332.632
Market timing with moving averages = the anatomy and performance of trading rules /
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the anatomy and performance of trading rules /
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by Valeriy Zakamulin.
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Imprint: Palgrave Macmillan,
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2017.
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ill., digital ;
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New developments in quantitative trading and investment
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Chapter1 Introduction -- Chapter2 Moving Averages -- Chapter3 Trading Rules -- Chapter4 Anatomy of Trading Rules -- Chapter5 Case Study: Historical Performance of Trading Rules on Other -- Chapter6 Summary and Conclusions.
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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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Economics and Finance (Springer-41170)
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