Overview
- Presents a new re-interpretation of existing market timing rules
- Applied in nature
- Analyses the empirical performance of a variety of trading strategies
- Includes supplementary material: sn.pub/extras
Part of the book series: New Developments in Quantitative Trading and Investment (QTAM)
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Table of contents (11 chapters)
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Front Matter
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Moving Averages
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Front Matter
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Trading Rules and Their Anatomy
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Front Matter
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Performance Testing Methodology
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Front Matter
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Case Studies
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Front Matter
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Back Matter
Keywords
About this book
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Market Timing with Moving Averages
Book Subtitle: The Anatomy and Performance of Trading Rules
Authors: Valeriy Zakamulin
Series Title: New Developments in Quantitative Trading and Investment
DOI: https://doi.org/10.1007/978-3-319-60970-6
Publisher: Palgrave Macmillan Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s) 2017
Hardcover ISBN: 978-3-319-60969-0Published: 04 December 2017
Softcover ISBN: 978-3-319-86972-8Published: 30 August 2018
eBook ISBN: 978-3-319-60970-6Published: 17 November 2017
Series ISSN: 2947-6844
Series E-ISSN: 2947-6852
Edition Number: 1
Number of Pages: XXXII, 278
Number of Illustrations: 64 b/w illustrations
Topics: Financial Engineering, Investments and Securities, Quantitative Finance