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Market Timing with Moving Averages "The Anatomy and Performance of Trading Rules"

Market Timing with Moving Averages "The Anatomy and Performance of Trading Rules"

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  • ISBN:9783319609690
  • Editorial: Palgrave
  • Fecha de la edición:
  • Encuadernación:
  • Nº Pág.:278
  • Idiomas:Ingles

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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.

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