Market Timing Models: Constructing,Implementing and Optimizing a Market Timing Based Investment Strategy

Overview

In Market Timing Models, Richard Anderson presents detailed descriptions of models designed to forecast financial markets for investment purposes, and he examines how to incorporate a market-timing approach into an investment strategy. Starting with an introduction to the statistical techniques used to build market timing models, Anderson goes on to explain topics that include modeling the stock and bond markets, as well as large and small cap stocks; use of regression analysis to analyze forecast reliability; ...
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Overview

In Market Timing Models, Richard Anderson presents detailed descriptions of models designed to forecast financial markets for investment purposes, and he examines how to incorporate a market-timing approach into an investment strategy. Starting with an introduction to the statistical techniques used to build market timing models, Anderson goes on to explain topics that include modeling the stock and bond markets, as well as large and small cap stocks; use of regression analysis to analyze forecast reliability; application of your own risk tolerance requirements toward timing techniques; "after the fact" assessments of reliability; and methodologies employed by prominent Wall Street strategists Martin Zweig, Elaine Garzarelli and Edward Kerschner. Market Timing Models is an essential asset allocation book because it presents broad, comprehensible descriptions of models designed to forecast financial markets. This book is written for investment professionals who seek to understand, implement and profit from a successful market timing approach, and it is a profitable and necessary tool for investors who want to join those market timers who are consistently beating the market at its own game.
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Product Details

  • ISBN-13: 9780786310999
  • Publisher: McGraw-Hill Companies, The
  • Publication date: 10/1/1996
  • Pages: 214
  • Product dimensions: 6.22 (w) x 9.32 (h) x 0.94 (d)

Table of Contents

Introduction
Ch. 1 Forecasting the Stock Market Using a Single Predictor Variable 3
Ch. 2 Forecasting the Stock Market Using Several Predictor Variables 19
Ch. 3 Additional Topics on Regression Models with Several Predictor Variables 35
Ch. 4 A Stock Market Model 61
Ch. 5 A Bond Market Model 81
Ch. 6 A Large versus Small Capitalization Relative Performance Model 93
Ch. 7 A Canadian Dollar Model 109
Ch. 8 Exploring the Potential for Gains from Market Timing 119
Ch. 9 Simulating Performance of Market Timing Models 131
Ch. 10 Turning Market Forecasts into Investment Strategy 145
Ch. 11 Three Wall Street Strategies 171
Ch. 12 Concluding Remarks 187
Appendix 1 191
Appendix 2 193
Appendix 3 195
Glossary 199
Endnotes 205
Index 211
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