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...

Descripción completa

Detalles Bibliográficos
Autor principal: Zakamulin, Valeriy (-)
Autor Corporativo: SpringerLink (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Palgrave Macmillan 2017.
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
Tabla de Contenidos:
  • 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.