Market Timing with Moving Averages
Title | Market Timing with Moving Averages PDF eBook |
Author | Valeriy Zakamulin |
Publisher | Springer |
Total Pages | 278 |
Release | 2017-11-17 |
Genre | Business & Economics |
ISBN | 331960970X |
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.
Market Timing and Moving Averages
Title | Market Timing and Moving Averages PDF eBook |
Author | P. Glabadanidis |
Publisher | Springer |
Total Pages | 177 |
Release | 2015-07-15 |
Genre | Business & Economics |
ISBN | 1137359838 |
There is a prevailing view among researchers and practitioners that abnormal risk-adjusted returns are an anomaly of financial market inefficiency. This outlook is misleading, since such returns only shed light on the imperfect models commonly used to measure and benchmark investment performance. In particular, using static asset pricing models to judge the performance of a dynamic investment strategy leads to flawed inferences when predicting market indicators. Market Timing and Moving Averages investigates the performance of moving average price indicators as a tactical asset allocation strategy. Glabadanidis provides a rationale for analyzing and testing the market timing and predictive power of any indicator based on past average prices and trading volume. He argues that certain trading strategies are best implemented as a dynamic asset allocation without selling short, in turn achieving the effect of an imperfect at-the-money protective put option. This work contains an empirical analysis of the performance of various versions of trading strategies based on simple moving averages.
Market Timing and Moving Averages
Title | Market Timing and Moving Averages PDF eBook |
Author | P. Glabadanidis |
Publisher | |
Total Pages | |
Release | 2015 |
Genre | |
ISBN | 9781349676163 |
Technical Analysis
Title | Technical Analysis PDF eBook |
Author | Gerald Appel |
Publisher | Ft Press |
Total Pages | 241 |
Release | 2005 |
Genre | Business & Economics |
ISBN | 9780131479029 |
Unlike most technical analysis books, Gerald Appel's Practical Power Tools! offers step-by-step instructions virtually any investor can use to achieve breakthrough success in the market. Appel illuminates a wide range of strategies and timing models, demystifying even advanced technical analysis the first time. Among the models he covers: NASDAQ/NYSE Relative Strength, 3-5 Year Treasury Notes, Triple Momentum, Seasonality, Breadth-Thrust Impulse, and models based on the revolutionary MACD techniques he personally invented. Appel covers momentum and trend of price movement, time and calendar cycles, predictive chart patterns, relative strength, analysis of internal vs. external markets, market breadth, moving averages, trading channels, overbought/oversold indicators, Trin, VIX, major term buy signals, major term sell signals, moving average trading channels, stock market synergy, and much more. He presents techniques for short-, intermediate-, and long-term investors, and even for mutual fund investors.
New Market Timing Techniques
Title | New Market Timing Techniques PDF eBook |
Author | Thomas R. DeMark |
Publisher | John Wiley & Sons |
Total Pages | 372 |
Release | 1997-07-17 |
Genre | Business & Economics |
ISBN | 9780471149781 |
Thomas DeMark, einer der Meister technischer Indikatoren, betritt mit diesem Buch Neuland und verfeinert den popularsten und prazisesten seiner Indikatoren, wobei er besonderen Wert auf Echtzeitanwendungen legt. Bisher unveroffentlichte Angaben zum neuen Indikator 'TD Combo' geben Ihnen ein wertvolles Hilfsmittel fur den Markt in die Hand.
The Magic of Moving Averages
Title | The Magic of Moving Averages PDF eBook |
Author | Scot Lowry |
Publisher | Wasendorf & Associates Incorporated |
Total Pages | 0 |
Release | 1998 |
Genre | Commodity futures |
ISBN | 9780934380430 |
The Ivy Portfolio
Title | The Ivy Portfolio PDF eBook |
Author | Mebane T. Faber |
Publisher | John Wiley & Sons |
Total Pages | 246 |
Release | 2011-04-05 |
Genre | Business & Economics |
ISBN | 1118008855 |
A do-it-yourself guide to investing like the renowned Harvard and Yale endowments. The Ivy Portfolio shows step-by-step how to track and mimic the investment strategies of the highly successful Harvard and Yale endowments. Using the endowment Policy Portfolios as a guide, the authors illustrate how an investor can develop a strategic asset allocation using an ETF-based investment approach. The Ivy Portfolio also reveals a novel method for investors to reduce their risk through a tactical asset allocation strategy to protect them from bear markets. The book will also showcase a method to follow the smart money and piggyback the top hedge funds and their stock-picking abilities. With readable, straightforward advice, The Ivy Portfolio will show investors exactly how this can be accomplished—and allow them to achieve an unparalleled level of investment success in the process. With all of the uncertainty in the markets today, The Ivy Portfolio helps the reader answer the most often asked question in investing today - "What do I do"?