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The real-life performance of market timing with moving average and time-series momentum rules

Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278

Persistent link: https://www.econbiz.de/10010476240

Time-Series Momentum versus Moving Average Trading Rules

Marshall, Ben R. - 2015

Time-series momentum (TSMOM) and moving average (MA) trading rules are closely related; however there are important differences. TSMOM signals occur at points that coincide with a MA direction change, whereas MA buy (sell) signals only require price to move above (below) a MA. Our empirical...

Persistent link: https://www.econbiz.de/10013035908

Improving market timing of time series momentum in the Chinese stock market

Qin, Yafeng; Pan, Guoyao; Bai, Min - In: Applied economics 52 (2020) 43, pp. 4711-4725

Persistent link: https://www.econbiz.de/10012298683

The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market

Chen, Yi-ting; Vincent, Kendro - In: Journal of forecasting 35 (2016) 6, pp. 504-527

Persistent link: https://www.econbiz.de/10011594746

Detailed study of a moving average trading rule

Ferreira, Fernando F.; Silva, A. Christian; Yen, Ju-Yi - In: Quantitative finance 18 (2018) 9, pp. 1599-1617

Persistent link: https://www.econbiz.de/10011913212

Zeitparametervariable Analyse und Visualisierung von Finanzdaten : Methoden der Investmentprozessbegleitung fondsgebundener Anlageformen

Schelwies, Norman - 2008 - 1. Aufl.

Schlüssel zur Aufnahme der gewonnenen Ergebnisse dar. Mit der Arbeit wird auch eine neue Brücke zwischen der Finanzanalyse und … überraschender Erkenntnisse, die sowohl in der Wissenschaft als auch in der Praxis der Finanzanalyse gewinnbringend angewendet werden …