Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules Hardback
by Valeriy Zakamulin
Part of the New Developments in Quantitative Trading and Investment series
Hardback
Description
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.
Information
-
Less than 10 available - usually despatched within 24 hours
- Format:Hardback
- Pages:278 pages, 64 Illustrations, black and white; XXXII, 278 p. 64 illus.
- Publisher:Springer International Publishing AG
- Publication Date:04/12/2017
- Category:
- ISBN:9783319609690
Other Formats
- Paperback / softback from £39.75
£64.99
£57.65
Information
-
Less than 10 available - usually despatched within 24 hours
- Format:Hardback
- Pages:278 pages, 64 Illustrations, black and white; XXXII, 278 p. 64 illus.
- Publisher:Springer International Publishing AG
- Publication Date:04/12/2017
- Category:
- ISBN:9783319609690