Market Timing with Moving Averages

The Anatomy and Performance of Trading Rules

Valeriy Zakamulin (Autor)

Buch | Hardcover

XXXII, 278 Seiten

2017
Springer International Publishing (Verlag)
978-3-319-60969-0 (ISBN)

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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.

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.

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.

Erscheinungsdatum	14.12.2017
Reihe/Serie	New Developments in Quantitative Trading and Investment
Zusatzinfo	XXXII, 278 p. 64 illus.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Gewicht	589 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
Schlagworte	Economics and finance • Finance • Finance & accounting • Finance & accounting • Financial Engineering • investment & securities • Investments • Investments and Securities • Investment & securities • Moving average trading strategies • Quantitative Finance • Technical Analysis • Trading • Trading indicators
ISBN-10	3-319-60969-6 / 3319609696
ISBN-13	978-3-319-60969-0 / 9783319609690
Zustand	Neuware