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Technical Trading Rules: Empirical Evidence from Future Data [Paperback]

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Item Number 218691  
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Item description for Technical Trading Rules: Empirical Evidence from Future Data by Jan Siegert Philipp...

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.

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Item Specifications...

Pages   92
Est. Packaging Dimensions:   Length: 9.61" Width: 6.69" Height: 0.19"
Weight:   0.35 lbs.
Binding  Softcover
Release Date   Feb 1, 2007
Publisher   VDM Verlag Dr. Mueller e.K.
ISBN  3836401770  
ISBN13  9783836401777  

Availability  58 units.
Availability accurate as of Oct 21, 2016 12:50.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.

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1Books > Special Features > New & Used Textbooks > Business & Finance > Accounting
2Books > Subjects > Business & Investing > General
3Books > Subjects > Business & Investing > Industries & Professions > Accounting > Financial
4Books > Subjects > Business & Investing > Industries & Professions > Banks & Banking

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