Advertisement

Market Timing with Moving Averages

The Anatomy and Performance of Trading Rules

  • Valeriy Zakamulin

Table of contents

  1. Front Matter
    Pages i-xxxii
  2. Moving Averages

    1. Front Matter
      Pages 1-1
    2. Valeriy Zakamulin
      Pages 3-9
    3. Valeriy Zakamulin
      Pages 11-21
    4. Valeriy Zakamulin
      Pages 23-52
  3. Trading Rules and Their Anatomy

    1. Front Matter
      Pages 53-53
    2. Valeriy Zakamulin
      Pages 55-69
    3. Valeriy Zakamulin
      Pages 71-101
  4. Performance Testing Methodology

    1. Front Matter
      Pages 103-104
    2. Valeriy Zakamulin
      Pages 105-110
    3. Valeriy Zakamulin
      Pages 111-128
    4. Valeriy Zakamulin
      Pages 129-140
  5. Case Studies

    1. Front Matter
      Pages 141-141
    2. Valeriy Zakamulin
      Pages 143-222
    3. Valeriy Zakamulin
      Pages 223-263
    4. Valeriy Zakamulin
      Pages 265-274
  6. Back Matter
    Pages 275-278

About this book

Introduction

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.

Keywords

Trading Moving average trading strategies Technical analysis Trading indicators Investments

Authors and affiliations

  • Valeriy Zakamulin
    • 1
  1. 1.School of Business and LawUniversity of Agder KristiansandNorway

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-60970-6
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2017
  • Publisher Name Palgrave Macmillan, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-319-60969-0
  • Online ISBN 978-3-319-60970-6
  • Buy this book on publisher's site
Industry Sectors
Biotechnology
Finance, Business & Banking
Oil, Gas & Geosciences