Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules
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| Author(s) | |
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| Format |
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| Pages |
300 |
| Published Date |
2017 |
Market Timing with Moving Averages provides a comprehensive guide to market timing using moving averages.This book 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.
Introduction:
Given the increasing popularity of trading with moving averages, we thought of writing this book in order to overcome the shortcomings of existing books and give the readers the most comprehensive and objective information about this topic. Specifically, the goals of this book are threefold:
- 1. Provide the in-depth coverage of various types of moving averages, their properties, and technical trading rules based on moving averages.
- 2. Uncover the anatomy of market timing rules with moving averages and offer a new and very insightful reinterpretation of the existing rules.
3. Revisit the myths regarding the superior performance of moving average trading rules and provide the reader with the most objective assessment of the profitability of these rules in different financial markets.
This book is composed of four parts:
- Part I: This part provides the in-depth coverage of various types of moving averages and their properties.
- Part II: This part reviews the technical trading rules based on moving averages and uncovers the anatomy of these rules.
- Part III: In this part, we present our methodology for how to scientifically test the claim that one can beat the market by using moving average trading rules.
- Part IV: This part contains case studies of profitability of moving average trading rules in different financial markets.
Contents:
- Why Moving Averages?
- Basics of Moving Averages
- Types of Moving Averages
- Technical Trading Rules
- Anatomy of Trading Rules
- Transaction Costs and Returns to a Trading Strategy
- Performance Measurement and Outperformance Tests
- Testing Profitability of Technical Trading Rules
- Trading the Standard and Poor’s Composite Index
- Trading in Other Financial Markets
Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules By Valeriy Zakamulin pdf
6 reviews for Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules
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Kamryn McIntosh (verified owner) –
This book is a must read for all traders and professionals in finance. I had the privilege of being asked to comment on the material and I am sure thiswill become the moving average reference standard. Especially, the informationon statistical hypothesis tests is important and substantial.
Isabelle Raymond (verified owner) –
ooking for deep knowledge into trend-following? Look no further. this book is the definitive source. Check it out
Scott Villanueva (verified owner) –
Zakamulin’s book, Market Timing with Moving Averages, on the calculation and use of moving averages in the timing of investment transactions is unquestionably the most valuable description and summary available today of a method frequently used but poorly understood. Because moving averages are such an important component of so many technical indicators, trading and investment students, irrespective of their expertise, should read and own this book.
Maurice Dyer (verified owner) –
If you are looking for a very detailed analysis of the application of moving averages as buy/sell indicators for broad equity market indices, bond markets and/or commodities then this book should be at the top of the list. The author provides a comprehensive analysis of all the considerations that one must make when designing backtests and forward tests. For me, this book will serve as a reference in the future. Many of the issues a trader has to consider when constructing an analysis of a technical trading rule including how to compare performances for different parameters are very well covered by Zakamulin.
Gwen McKenzie (verified owner) –
Among hundreds of books always repeating the same concepts, this book provides an extremely original and rigorous analysis of different types of moving averages and their applications to trading. Very recommended!
Titus Reynolds (verified owner) –
This is the most comprehensive book on moving averages that I have read. I found it insightful and it added to my knowledge of moving averages. It quantifies what anyone that’s already using moving averages likely already knows. If you know little about moving averages this may not be the book for you, but if you are knowledgeable about moving averages and want to learn more, this book is for you. Happy Trading!