Technical Trading Rules : Empirical Evidence from Future Data

Name: Technical Trading Rules : Empirical Evidence from Future Data
Price: 42.4 USD
Availability: InStock
ISBN: 9783836401777

ISBN-10: 3836401770

ISBN-13: 9783836401777

Edition: N/A

Authors: Philipp Siegert

List price: $54.00

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Description:

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…

Book details

List price: $54.00
Publisher: VDM Verlag Dr. Mueller e.K.
Binding: Perfect
Pages: 92
Size: 6.69" wide x 9.61" long x 0.19" tall
Weight: 0.352
Language: English