Market Timing with Moving Averages
The Anatomy and Performance of Trading Rules
Published on 30. August 2018
Book
Paperback/Softback
XXXII, 278 pages
978-3-319-86972-8 (ISBN)
Description
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.
More details
Series
Edition
Softcover reprint of the original 1st ed. 2017
Language
English
Place of publication
Cham
Switzerland
Publishing group
Springer International Publishing
Target group
Professional and scholarly
Illustrations
64 s/w Abbildungen
XXXII, 278 p. 64 illus.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 17 mm
Weight
476 gr
ISBN-13
978-3-319-86972-8 (9783319869728)
DOI
10.1007/978-3-319-60970-6
Schweitzer Classification
Other editions
Additional editions
Book
12/2017
Palgrave Macmillan
€80.24
Shipment within 10-15 days
Person
Valeriy Zakamulin is Professor of Finance at the School of Business and Law, University of Agder, Norway. He has an M.S. in Business Administration and a PhD in Finance from the Norwegian School of Economics, Norway. He has published articles for various refereed academic and practitioner journals and is a frequent speaker at international conferences. He has also served on the Editorial Board of the Open Economics Journal, Journal of Banking and Finance, and International Journal of Emerging Markets. His current research interests cover behavioral finance, portfolio optimization, time-series analysis of financial data, and stock return and risk predictability.
Content
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.