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Record Nr. |
UNINA9910255044403321 |
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Autore |
Zakamulin Valeriy |
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Titolo |
Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules / / by Valeriy Zakamulin |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
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ISBN |
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Edizione |
[1st ed. 2017.] |
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Descrizione fisica |
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1 online resource (XXXII, 278 p. 64 illus.) |
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Collana |
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New Developments in Quantitative Trading and Investment |
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Disciplina |
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Soggetti |
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Financial engineering |
Investment banking |
Securities |
Economics, Mathematical |
Financial Engineering |
Investments and Securities |
Quantitative Finance |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references at the end of each chapters and index. |
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Nota di contenuto |
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Chapter1 Introduction -- Chapter2 Moving Averages -- Chapter3 Trading Rules -- Chapter4 Anatomy of Trading Rules -- Chapter5 Case Study: Historical Performance of Trading Rules on Other -- Chapter6 Summary and Conclusions. |
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Sommario/riassunto |
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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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