TY  - BOOK
AU  - Zakumulin, Valeriy
TI  - Market timing with moving averages: the anatomy and performance of trading rules
SN  - 9783319609690
PY  - 2017///.
CY  - Switzerland : 
PB  - Springer; 
KW  - Investment analysis
KW  - Stock price forecasting
N2  - 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
ER  -