The following text field will produce suggestions that follow it as you type.

Popular Categories

Market Timing And Moving Averages by P. Glabadanidis, Hardcover | Indigo Chapters

Compare Market Timing And Moving Averages by P. Glabadanidis, Hardcover | Indigo Chapters

P. Glabadanidis

$189.95

There is a prevailing view among researchers and practitioners that abnormal risk-adjusted returns are an anomaly of financial market inefficiency. This outlook is misleading, since such returns only shed light on the imperfect models commonly used to measure and benchmark investment performance. In particular, using static asset pricing models to judge the performance of a dynamic investment strategy leads to flawed inferences when predicting market indicators. Market Timing and Moving Averages investigates the performance of moving average price indicators as a tactical asset allocation strategy. Glabadanidis provides a rationale for analyzing and testing the market timing and predictive power of any indicator based on past average prices and trading volume. He argues that certain trading strategies are best implemented as a dynamic asset allocation without selling short, in turn achieving the effect of an imperfect at-the-money protective put option. This work contains an empirical analysis of the performance of various versions of trading strategies based on simple moving averages. | Market Timing And Moving Averages by P. Glabadanidis, Hardcover | Indigo Chapters

Compare more products to P. Glabadanidis

New Market Timing Techniques by Thomas R. DeMark, Hardcover | Indigo Chapters
Loading Inventory...

New Market Timing Techniques by Thomas R. DeMark, Hardcover | Indigo Chapters

Coles

Current price: $151.00
All About Market Timing Second Edition by Leslie Masonson, Paperback | Indigo Chapters
Loading Inventory...

All About Market Timing Second Edition by Leslie Masonson, Paperback | Indigo Chapters

Coles

Current price: $36.50
Seven Indicators That Move Markets by Paul Kasriel, Hardcover | Indigo Chapters
Loading Inventory...

Seven Indicators That Move Markets by Paul Kasriel, Hardcover | Indigo Chapters

Coles

Current price: $52.00
Market Momentum by Stephen Satchell, Hardcover | Indigo Chapters
Loading Inventory...

Market Momentum by Stephen Satchell, Hardcover | Indigo Chapters

Coles

Current price: $96.00
Trend Trading by Daryl Guppy, Paperback | Indigo Chapters
Loading Inventory...

Trend Trading by Daryl Guppy, Paperback | Indigo Chapters

Coles

Current price: $66.00
Trend Following with Managed Futures by Alex Greyserman, Paperback | Indigo Chapters
Loading Inventory...

Trend Following with Managed Futures by Alex Greyserman, Paperback | Indigo Chapters

Coles

Current price: $94.00
Technical Analysis Of Stock Trends by Robert D. Edwards, Hardcover | Indigo Chapters
Loading Inventory...

Technical Analysis Of Stock Trends by Robert D. Edwards, Hardcover | Indigo Chapters

Coles

Current price: $185.50
Macro Trading and Investment Strategies by Gabriel Burstein, Hardcover | Indigo Chapters
Loading Inventory...

Macro Trading and Investment Strategies by Gabriel Burstein, Hardcover | Indigo Chapters

Coles

Current price: $96.00
Trend Following by Michael W. Covel, Hardcover | Indigo Chapters
Loading Inventory...

Trend Following by Michael W. Covel, Hardcover | Indigo Chapters

Coles

Current price: $54.00
Timing the Market by Deborah Weir, Hardcover | Indigo Chapters
Loading Inventory...

Timing the Market by Deborah Weir, Hardcover | Indigo Chapters

Coles

Current price: $101.00
Pairs Trading by Ganapathy Vidyamurthy, Hardcover | Indigo Chapters
Loading Inventory...

Pairs Trading by Ganapathy Vidyamurthy, Hardcover | Indigo Chapters

Coles

Current price: $163.00
Trend Trading by Kedrick Brown, Hardcover | Indigo Chapters
Loading Inventory...

Trend Trading by Kedrick Brown, Hardcover | Indigo Chapters

Coles

Current price: $84.00
Day Trading by Mark Graham, Paperback | Indigo Chapters
Loading Inventory...

Day Trading by Mark Graham, Paperback | Indigo Chapters

Coles

Current price: $19.95
Absence of Arbitrage Valuation by P. Glabadanidis, Hardcover | Indigo Chapters
Loading Inventory...

Absence of Arbitrage Valuation by P. Glabadanidis, Hardcover | Indigo Chapters

Coles

Current price: $80.50
Trend Following Mindset by Michael Covel, Hardcover | Indigo Chapters
Loading Inventory...

Trend Following Mindset by Michael Covel, Hardcover | Indigo Chapters

Coles

Current price: $53.00
Powered by Adeptmind