Market Timing with Moving Averages

Part I. Moving Averages

1. Why Moving Averages?
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2. Basics of Moving Averages
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3. Types of Moving Averages
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Part II. Trading Rules and Their Anatomy

4. Technical Trading Rules
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5. Anatomy of Trading Rules
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Part III. Performance Testing Methodology

6. Transaction Costs and Returns to a Trading Strategy
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7. Performance Measurement and Outperformance Tests
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8. Testing Profitability of Technical Trading Rules
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Part IV. Case Studies

9. Trading the Standard and Poor’s Composite Index
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10. Trading in Other Financial Markets
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11. Conclusion
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Nyckelord: Finance, Financial Engineering, Investments and Securities, Quantitative Finance