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Author: Valeriy Zakamulin
Publisher: Springer
ISBN: 331960970X
Category : Business & Economics
Languages : en
Pages : 300
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Book Description
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.
Author: Valeriy Zakamulin
Publisher: Springer
ISBN: 331960970X
Category : Business & Economics
Languages : en
Pages : 300
Get Book Here
Book Description
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.
Author: P. Glabadanidis
Publisher: Springer
ISBN: 1137359838
Category : Business & Economics
Languages : en
Pages : 285
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Book Description
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.
Author: P. Glabadanidis
Publisher:
ISBN: 9781349676163
Category :
Languages : en
Pages :
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Book Description
Author: Gerald Appel
Publisher: Ft Press
ISBN: 9780131479029
Category : Business & Economics
Languages : en
Pages : 241
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Book Description
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.
Author: Thomas R. DeMark
Publisher: John Wiley & Sons
ISBN: 9780471149781
Category : Business & Economics
Languages : en
Pages : 372
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Book Description
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.
Author: Valeriy Zakamulin
Publisher:
ISBN:
Category :
Languages : en
Pages : 10
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Book Description
In a recent empirical study by Glabadanidis ("Market Timing With Moving Averages" (2015), International Review of Finance, Volume 15, Number 13, Pages 387-425; the paper is also available on the SSRN and has been downloaded more than 7,500 times) the author reports striking evidence of extraordinary good performance of the moving average trading strategy. In this paper we demonstrate that "too good to be true" reported performance of the moving average strategy is due to simulating the trading with look-ahead bias. We perform the simulations without look-ahead bias and report the true performance of the moving average strategy. We find that at best the performance of the moving average strategy is only marginally better than that of the corresponding buy-and-hold strategy. In statistical terms, the performance of the moving average strategy is indistinguishable from the performance of the buy-and-hold strategy. This paper is supplied with R code that allows every interested reader to reproduce the reported results.
Author: Charles D. Kirkpatrick
Publisher: FT Press
ISBN: 0132931931
Category : Business & Economics
Languages : en
Pages : 209
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Book Description
In Time the Markets, award-winning technical analyst Charles D. Kirkpatrick applies technical analysis to key economic indicators and shows how to use them to identify market shifts, avoid loss, and become a more profitable long-term investor. Drawing on many years of publicly available data, Kirkpatrick demonstrates how to uncover powerful buy and sell signals and shows how to incorporate corporate, industry, monetary, sentiment, and market data into reliable timing indicators that can help you recognize impending stock and bond market dangers--and get out of the way. Relying primarily on proven technical analysis methods, Kirkpatrick incorporates trading system methods that have proven successful in market timing, including trend and momentum analysis, use of protective and trailing stops, and periodicity. Reflecting the latest insights into behavioral finance, he shares important new insight into measuring marketplace momentum and sentiment--helping long-term investors identify and evade the marketplace irrationalities that often cause capital loss.
Author: Valeriy Zakamulin
Publisher:
ISBN:
Category :
Languages : en
Pages : 53
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Book Description
This paper begins by presenting the moving average methodology of detecting the direction of a trend and identifying turning points in the trend in real time. The paper then proceeds to introduce the general weighted moving average, derives some of its key properties, and discusses how to quantitatively assess the two important characteristics of a moving average: the average lag time and the smoothness. Finally the paper aims to give an overview of some specific types of moving averages used in market timing. These types include regular moving averages, moving averages of moving averages, and mixed moving averages with less lag time. Different types of moving averages are compared to each other with respect to their smoothness and lag time.The paper argues that the notion of the “lag time” of a moving average is an elusive concept. The analysis provided in this paper suggests that there are two issues with the quantity known as the “average lag time” of a moving average. First, the average lag time has little to do with the delay in the identification of turning points in a trend. Second, the average lag time can be easily manipulated. For example, the average lag time can be reduced to zero by worsening the tradeoff between the smoothness of a moving average and its delay in turning point identification.
Author: Richard A. Dickson
Publisher: Pearson Education
ISBN: 0132613433
Category : Business & Economics
Languages : en
Pages : 266
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Book Description
For generations, technical market analysts have relied on the Wyckoff method for understanding price/volume interactions–a breakthrough technique created by Richard D. Wyckoff, one of the most influential traders in stock market history. More recently, many technical analysts have also applied the Lowry Analysis, an exceptionally powerful approach to understanding the forces of supply and demand that are the starting point for all macro-analysis. ¿ Now, for the first time, two leaders at Lowry Research discuss how to combine these methods. Drawing on more than 45 years of experience as technical analysts, Richard A. Dickson and Tracy Knudsen introduce a uniquely powerful, objective, and quantifiable approach to applying traditional price/volume analysis. By understanding their techniques, investors can gain insights unavailable through other technical methodologies, and uncover subtle indications of emerging trend shifts before other methods can reveal them.
Author: Scot Lowry
Publisher: Wasendorf & Associates Incorporated
ISBN: 9780934380430
Category : Commodity futures
Languages : en
Pages : 0
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Book Description
