Market Timing with Moving Averages: The Anatomy and Performance of Trading RulesSpringer, 17 nov 2017 - 278 páginas 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. |
Índice
| 2 | |
| 3 | |
| 11 | |
3 Types of Moving Averages | 22 |
Trading Rules and Their Anatomy | 53 |
4 Technical Trading Rules | 55 |
5 Anatomy of Trading Rules | 70 |
Performance Testing Methodology | 103 |
7 Performance Measurement and Outperformance Tests | 111 |
8 Testing Profitability of Technical Trading Rules | 129 |
Case Studies | 141 |
9 Trading the Standard and Poors Composite Index | 142 |
10 Trading in Other Financial Markets | 223 |
11 Conclusion | 265 |
| 275 | |
6 Transaction Costs and Returns to a Trading Strategy | 105 |
Otras ediciones - Ver todo
Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules Valeriy Zakamulin No hay ninguna vista previa disponible - 2018 |
Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules Valeriy Zakamulin No hay ninguna vista previa disponible - 2017 |
Términos y frases comunes
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