Technical Trading Rules Siegert Philipp Jan

ISBN: 9783639393927

Published: March 21st 2012

Paperback

92 pages


Description

Technical Trading Rules  by  Siegert Philipp Jan

Technical Trading Rules by Siegert Philipp Jan
March 21st 2012 | Paperback | PDF, EPUB, FB2, DjVu, talking book, mp3, ZIP | 92 pages | ISBN: 9783639393927 | 4.15 Mb

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 practiceMoreRevision 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.



Enter the sum





Related Archive Books



Related Books


Comments

Comments for "Technical Trading Rules":


latest-science-articles.com

©2013-2015 | DMCA | Contact us