The Resource Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules, by Valeriy Zakamulin, (electronic resource)

Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules, by Valeriy Zakamulin, (electronic resource)

Label
Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules
Title
Market Timing with Moving Averages
Title remainder
The Anatomy and Performance of Trading Rules
Statement of responsibility
by Valeriy Zakamulin
Creator
Author
Author
Subject
Language
eng
Summary
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
Member of
http://library.link/vocab/creatorName
Zakamulin, Valeriy
Dewey number
332.6
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
eTPe_jmRHGo
Image bit depth
0
LC call number
HG176.7
Literary form
non fiction
Nature of contents
dictionaries
Series statement
New Developments in Quantitative Trading and Investment
http://library.link/vocab/subjectName
  • Financial engineering
  • Investment banking
  • Securities
  • Finance
  • Financial Engineering
  • Investments and Securities
  • Quantitative Finance
Label
Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules, by Valeriy Zakamulin, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Edition
1st ed. 2017.
Extent
1 online resource (XXXII, 278 p. 64 illus.)
File format
multiple file formats
Form of item
online
Isbn
9783319609706
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-60970-6
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4100000001041575
  • (DE-He213)978-3-319-60970-6
  • (MiAaPQ)EBC5149952
  • (EXLCZ)994100000001041575
Label
Market Timing with Moving Averages : The Anatomy and Performance of Trading Rules, by Valeriy Zakamulin, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references at the end of each chapters and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Dimensions
unknown
Edition
1st ed. 2017.
Extent
1 online resource (XXXII, 278 p. 64 illus.)
File format
multiple file formats
Form of item
online
Isbn
9783319609706
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-60970-6
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4100000001041575
  • (DE-He213)978-3-319-60970-6
  • (MiAaPQ)EBC5149952
  • (EXLCZ)994100000001041575

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