Category

Technical Trading Rules

 

Marketed By :  AV Akademikerverlag   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 
₹ 3,129

Availability: Out of stock

 

Delivery :

5% Cashback on all Orders paid using MobiKwik Wallet T&C

Free Krispy Kreme Voucher on all Orders paid using UltraCash Wallet T&C
Product Out of Stock Subscription

(Notify me when this product is back in stock)

  • 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
Country of ManufactureIndia
Product BrandAV Akademikerverlag
Product Packaging InfoBox
In The Box1 Piece
0 Review(s)