Part I Moving Averages
1 Why Moving Averages? 3
2 Basics of Moving Averages 11
3 Types of Moving Averages 23
Part II Trading Rules and Their Anatomy
4 Technical Trading Rules 55
5 Anatomy of Trading Rules 71
Part III Performance Testing Methodology
6 Transaction Costs and Returns to a Trading Strategy 105
7 Performance Measurement and Outperformance Tests 111
8 Testing Profitability of Technical Trading Rules 129