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.
- ISBN13 9783319609690
- Publish Date 4 December 2017
- Publish Status Active
- Publish Country CH
- Imprint Springer International Publishing AG
- Edition 1st ed. 2017
- Format Hardcover
- Pages 278
- Language English