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Time the Markets: Using Technical Analysis to Interpret Economic Data
book

Time the Markets: Using Technical Analysis to Interpret Economic Data

by II Charles D. Kirkpatrick
August 2011
Intermediate to advanced content levelIntermediate to advanced
208 pages
3h 9m
English
Pearson
Content preview from Time the Markets: Using Technical Analysis to Interpret Economic Data

7. Monetary Indicators

Monetary factors include interest rates, bond prices, spreads between interest rates, and credit. I test several of these monetary indicators to see if a moving average crossover system can be developed using their data for market timing. As always, with any method using market prices, a protective stop and trailing stop rule are applied from optimization of the in-sample data.

Rates

Interest rates are either short-term or long-term and high or low quality. I look at corporate Moody’s Baa rated interest rates to see if the riskier side on long-term interest rates can produce a viable system. Then I look at the least risky long-term rate, the U.S. ten-year bond rate. Finally, I look at the federal funds rate to see whether ...

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Publisher Resources

ISBN: 9780132597852Purchase book