This book provides a comprehensive guide to market timing using moving averages. Part I explores the foundations of market timing rules, presenting a methodology for examining how the value of a trading indicator is computed. Using this methodology the author then applies the computation of...

Purpose In this paper, we provide new evidence to strengthen the stock market overreaction hypothesis by examining a new context that has not been explored before. Our research is inspired by the widely held belief that investor sentiment experiences abrupt changes from optimism to pessimism as...

1. Introduction -- Part I MOVING AVERAGES AND TREND-FOLLOWING TRADING RULES -- 2. Basics of Moving Averages -- 3. Trend-Following Trading Rules and Their Anatomy -- Part II QUANTITATIVE ASSESSMENT OF TRADING RULES -- 4. Quantifying Key Properties of Trend-Following Rules -- 5. Exploring...