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Market Timing with Moving Averages

Market Timing with Moving Averages PDF Author: Valeriy Zakamulin
Publisher: Springer
ISBN: 331960970X
Category : Business & Economics
Languages : en
Pages : 300

Book 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.
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