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Market timing with moving averages =...

Zakamulin, Valeriy.

Market timing with moving averages = the anatomy and performance of trading rules /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Market timing with moving averages/ by Valeriy Zakamulin.
其他題名:	the anatomy and performance of trading rules /
作者:	Zakamulin, Valeriy.
出版者:	Cham :Springer International Publishing : : 2017.,
面頁冊數:	xxxii, 278 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Investment analysis. -
電子資源:	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 averagesthe 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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490 1 $a New developments in quantitative trading and investment
505 0 $a 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.
520 $a 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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