{"product_id":"technical-trading-rules-von-philipp-jan-siegert","title":"Technical Trading Rules","description":"\u003cp\u003eRevision with unchanged content. Most banks and the recently upcoming hedge fund industry rely to a different  extent on technical trading rules and technical analysis. The fact that these  technical trading rules yield superior returns in practice raises several  questions that will be examined in this book. First, one of the most crucial  questions is in which assets technical trading rules perform extraordinarily  well. This analysis is based on a risk-return approach with an assessment of  the negative standard deviation of each asset as a risk indicator. Second, the  statistical significance of technical trading is examined by using a simulation  method known as bootstrap. Third, null models are simulated to answer the  question to what extent autoregressive models and GARCH models are able  to capture the dependencies in the future time series. Finally, a rule optimizer  algorithm is developed to assess if any rule parameters yield superior returns  over a wide range of assets.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783639393927\"\u003e\u003ch3\u003eEmpirical Evidence from Future Data\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783639393927","offer_id":39484195045469,"sku":"9783639393927","price":42.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/f1cea589-cea5-4e38-a975-76589ec04a0a.jpg?v=1776054208","url":"https:\/\/shop.autorenwelt.de\/en\/products\/technical-trading-rules-von-philipp-jan-siegert","provider":"Autorenwelt Shop","version":"1.0","type":"link"}