Daily Archives: Jan 6, 2018 at 08:54 am EDT

Book Bits | 6 January 2018

Market Timing with Moving Averages: The Anatomy and Performance of Trading Rules
By Valeriy Zakamulin
Review via Alpha Architect
There are many popular academics (Moskowitz, Ooi, and Pedersen) and bloggers (i.e., Gary Antonacci) with a solid grasp of trend-following rules. However, Valeriy is the expert’s expert when it comes to the details on trend-following rules. In fact, we were so impressed by the depth and scale of Valeriy’s knowledge on moving average rules, a few years ago, we labeled Valeriy the, “Moving Average Research King.” Valeriy’s new book only emphasizes that we were probably correct in our assessment.
Continue reading