Description

Book Synopsis

1. Introduction.- Part I MOVING AVERAGES AND TREND-FOLLOWING TRADING RULES.- 2. Basics of Moving Averages.- 3. Trend-Following Trading Rules and Their Anatomy.- Part II QUANTITATIVE ASSESSMENT OF TRADING RULES.- 4. Quantifying Key Properties of Trend-Following Rules.- 5.  Exploring Properties of Rules Based on Conventional Moving Averages.- 6. Uncovering the Optimal Trading Rule.- 7. Exploring How Negative Weights Impact Trading Rule Properties.- Part III EXOTIC MOVING AVERAGES AND DIGITAL FILTERS.- 8. Moving Averages with Enhanced Smoothness.- 9.  Moving Averages With Reduced Lag Time.- 10. A Digital Signal Processing Approach to Moving Averages.- Part IV ADVANCED TOPICS.- 11. Optimal Trend Following Under General Persistent Return Process.- 12. Optimal Trend Following Rules in Two-State Regime-Switching Models.- 13 Profitability of Suboptimal Trend-Following Rules.- 14. Optimal Trading Frequency for Trend-Following Strategies.- Part V END OF PART IV.- 15 Summary and Conclusions.

The Ultimate Moving Average Handbook

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    A Hardback by Valeriy Zakamulin

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      View other formats and editions of The Ultimate Moving Average Handbook by Valeriy Zakamulin

      Publisher: Palgrave Macmillan
      Publication Date: 09/07/2025
      ISBN13: 9783031909061, 978-3031909061
      ISBN10:

      Description

      Book Synopsis

      1. Introduction.- Part I MOVING AVERAGES AND TREND-FOLLOWING TRADING RULES.- 2. Basics of Moving Averages.- 3. Trend-Following Trading Rules and Their Anatomy.- Part II QUANTITATIVE ASSESSMENT OF TRADING RULES.- 4. Quantifying Key Properties of Trend-Following Rules.- 5.  Exploring Properties of Rules Based on Conventional Moving Averages.- 6. Uncovering the Optimal Trading Rule.- 7. Exploring How Negative Weights Impact Trading Rule Properties.- Part III EXOTIC MOVING AVERAGES AND DIGITAL FILTERS.- 8. Moving Averages with Enhanced Smoothness.- 9.  Moving Averages With Reduced Lag Time.- 10. A Digital Signal Processing Approach to Moving Averages.- Part IV ADVANCED TOPICS.- 11. Optimal Trend Following Under General Persistent Return Process.- 12. Optimal Trend Following Rules in Two-State Regime-Switching Models.- 13 Profitability of Suboptimal Trend-Following Rules.- 14. Optimal Trading Frequency for Trend-Following Strategies.- Part V END OF PART IV.- 15 Summary and Conclusions.

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