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Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules.
・ISBN 978-3-319-60969-0 hard EUR 74.99
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| 著者・編者 | Zakamulin, Valeriy, |
|---|---|
| シリーズ | New Developments in Quantitative Trading and Investment |
| 出版社 | (Palgrave Macmillan, UK) |
| 出版年月 | 2017 |
| ページ数 | 278 pp. |
| 言語 | ENG |
| ニュース番号 | ＜642-L563 642-P1250＞ |
解説
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.