Market Timing with Moving Averages The Anatomy and Performance of Trading Rules
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...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Cham :
Springer International Publishing : Imprint: Palgrave Macmillan
2017.
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| Colección: | New Developments in Quantitative Trading and Investment.
Springer eBooks. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b3613305x*spi |
| Sumario: | 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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| Descripción Física: | XXXII, 278 p. 64 illus |
| Formato: | Forma de acceso: World Wide Web. |
| ISBN: | 9783319609706 |
