株式会社極東書店トップ商品一覧Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules. Softcover reprint of the original 1st ed. 2017

商品詳細

Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules. Softcover reprint of the original 1st ed. 2017

Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules. Softcover reprint of the original 1st ed. 2017

・ISBN 978-3-319-86972-8 paper EUR 49.99

¥13,361.- (税込) (※)価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。

お気に入り
著者・編者Zakamulin, Valeriy,
シリーズ (New Developments in Quantitative Trading and Investment)
出版社 (Springer International Publishing AG, SZ)
出版年月2018
ページ数278 pp.
言語ENG
ニュース番号<A02-61631>

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.