Erschienen: 29.06.2017 Abbildung von Zakamulin | Market Timing with Moving Averages | 2017 | The Anatomy and Performance of...

Zakamulin

Market Timing with Moving Averages

The Anatomy and Performance of Trading Rules

2017. Buch. Book. Hardcover

Springer-Verlag GmbH. ISBN 978-3-319-60969-0

Format (B x L): 16.1 x 24.4 cm

Gewicht: 660 g

In englischer Sprache

Produktbeschreibung

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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