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Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules - New Developments in Quantitative Trading and Investment (Hardback)
  • Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules - New Developments in Quantitative Trading and Investment (Hardback)
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Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules - New Developments in Quantitative Trading and Investment (Hardback)

(author)
£47.99
Hardback 278 Pages / Published: 04/12/2017
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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.

Publisher: Springer International Publishing AG
ISBN: 9783319609690
Number of pages: 278
Weight: 589 g
Dimensions: 235 x 155 mm
Edition: 1st ed. 2017

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