Market timing with moving averages: the anatomy and performance of trading rules, hardcover/valeriy zakamulin

Contributor(s): Author: Valeriy Zakamulin 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.