Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment)
Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment)

Read Online Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules (New Developments in Quantitative Trading and Investment) MOBI

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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  • Released: November 16, 2020
  • Author: Valeriy Zakamulin
  • Rating: 3,4
  • Publisher: Ebook DIgital Agency
  • Total Page: 1064 pages
  • File Size: 3670 KB
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