Market Timing with Moving Averages

ebook The Anatomy and Performance of Trading Rules · New Developments in Quantitative Trading and Investment

By Valeriy Zakamulin

cover image of Market Timing with Moving Averages

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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.
Market Timing with Moving Averages