Author | : Valeriy Zakamulin |
File Size | : 54,6 Mb |
Publisher | : Springer |
Language | : English |
Release Date | : 17 November 2017 |
ISBN | : 9783319609706 |
Pages | : 278 pages |
Market Timing with Moving Averages by Valeriy Zakamulin Book PDF Summary
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.