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Technical Trading Rules


Marketed By :  AV Akademikerverlag   Sold By :  Kamal Books International  
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  • Product Description
Revision with unchanged content. Most banks and the recently upcoming hedge fund industry rely to a different extent on technical trading rules and technical analysis. The fact that these technical trading rules yield superior returns in practice raises several questions that will be examined in this book. First, one of the most crucial questions is in which assets technical trading rules perform extraordinarily well. This analysis is based on a risk-return approach with an assessment of the negative standard deviation of each asset as a risk indicator. Second, the statistical significance of technical trading is examined by using a simulation method known as bootstrap. Third, null models are simulated to answer the question to what extent autoregressive models and GARCH models are able to capture the dependencies in the future time series. Finally, a rule optimizer algorithm is developed to assess if any rule parameters yield superior returns over a wide range of assets.
Product Specifications
SKU :COC14155
AuthorPhilipp Jan Siegert
Number of Pages92
Publishing Year3/21/2012
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandAV Akademikerverlag
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-24 00:00:00
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