The Ultimate Moving Average Handbook

Valeriy Zakamulin () and Javier Giner ()
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Valeriy Zakamulin: University of Agder, Norway
Javier Giner: University of La Laguna

in Springer Books from Springer

Date: 2025
ISBN: 978-3-031-90907-8
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Chapters in this book:

Ch Chapter 1 Introduction

Valeriy Zakamulin and Javier Giner

Ch Chapter 10 A Digital Signal Processing Approach to Moving Averages

Valeriy Zakamulin and Javier Giner

Ch Chapter 11 Optimal Trend-Following Under General Persistent Return Process

Valeriy Zakamulin and Javier Giner

Ch Chapter 12 Optimal Trend-Following Rules in Two-State Regime-Switching Models

Valeriy Zakamulin and Javier Giner

Ch Chapter 13 Profitability of Suboptimal Trend-Following Rules

Valeriy Zakamulin and Javier Giner

Ch Chapter 14 Optimal Trading Frequency for Trend-Following Strategies

Valeriy Zakamulin and Javier Giner

Ch Chapter 15 Summary and Conclusions

Valeriy Zakamulin and Javier Giner

Ch Chapter 2 Basics of Moving Averages

Valeriy Zakamulin and Javier Giner

Ch Chapter 3 Trend-Following Trading Rules and Their Anatomy

Valeriy Zakamulin and Javier Giner

Ch Chapter 4 Quantifying Key Properties of Trend-Following Rules

Valeriy Zakamulin and Javier Giner

Ch Chapter 5 Exploring Properties of Rules Based on Conventional Moving Averages

Valeriy Zakamulin and Javier Giner

Ch Chapter 6 Uncovering the Optimal Trading Rule

Valeriy Zakamulin and Javier Giner

Ch Chapter 7 Exploring How Negative Weights Impact Trading Rule Properties

Valeriy Zakamulin and Javier Giner

Ch Chapter 8 Moving Averages with Enhanced Smoothness

Valeriy Zakamulin and Javier Giner

Ch Chapter 9 Moving Averages with Reduced Lag Time

Valeriy Zakamulin and Javier Giner

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DOI: 10.1007/978-3-031-90907-8

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