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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 |
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