Trading the Standard and Poor’s Composite Index

6533b7d3fe1ef96bd1260919

RESEARCH PRODUCT

Trading the Standard and Poor’s Composite Index

subject

Trading rules Moving average Financial economics Stock market Sample (statistics)Business Composite index

description

This chapter utilizes the longest historical sample of data on the SP whether the choice of moving average influences the performance of trading rules; how accurately the trading rules identify the bullish and bearish stock market trends; whether there is any advantage in trading daily rather than monthly; and how persistent is the outperformance delivered by the moving average trading rules. The results of this study allow us to revisit the myths regarding the superior performance of the moving average trading rules in this well-known stock market and fully understand their advantages and disadvantages.

year	journal	country	edition	language
2017-01-01

https://doi.org/10.1007/978-3-319-60970-6_9

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