Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules / / by Valeriy Zakamulin
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| Autore: |
Zakamulin Valeriy
|
| Titolo: |
Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules / / by Valeriy Zakamulin
|
| Pubblicazione: | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2017 |
| Edizione: | 1st ed. 2017. |
| Descrizione fisica: | 1 online resource (XXXII, 278 p. 64 illus.) |
| Disciplina: | 332.6 |
| Soggetto topico: | Financial engineering |
| Investment banking | |
| Securities | |
| Economics, Mathematical | |
| Financial Engineering | |
| Investments and Securities | |
| Quantitative Finance | |
| Nota di bibliografia: | Includes bibliographical references at the end of each chapters and index. |
| Nota di contenuto: | 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. |
| Sommario/riassunto: | 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. |
| Titolo autorizzato: | Market Timing with Moving Averages |
| ISBN: | 3-319-60970-X |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910255044403321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
New Developments in Quantitative Trading and Investment