02876nam 22005535 450 991025504440332120200630103102.03-319-60970-X10.1007/978-3-319-60970-6(CKB)4100000001041575(DE-He213)978-3-319-60970-6(MiAaPQ)EBC5149952(EXLCZ)99410000000104157520171117d2017 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierMarket Timing with Moving Averages The Anatomy and Performance of Trading Rules /by Valeriy Zakamulin1st ed. 2017.Cham :Springer International Publishing :Imprint: Palgrave Macmillan,2017.1 online resource (XXXII, 278 p. 64 illus.) New Developments in Quantitative Trading and Investment3-319-60969-6 Includes bibliographical references at the end of each chapters and index.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.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.New Developments in Quantitative Trading and InvestmentFinancial engineeringInvestment bankingSecuritiesEconomics, Mathematical Financial Engineeringhttps://scigraph.springernature.com/ontologies/product-market-codes/612020Investments and Securitieshttps://scigraph.springernature.com/ontologies/product-market-codes/626020Quantitative Financehttps://scigraph.springernature.com/ontologies/product-market-codes/M13062Financial engineering.Investment banking.Securities.Economics, Mathematical .Financial Engineering.Investments and Securities.Quantitative Finance.332.6Zakamulin Valeriyauthttp://id.loc.gov/vocabulary/relators/aut998256BOOK9910255044403321Market Timing with Moving Averages2289720UNINA