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ETF Core Strategies

Aim: To trend-trade general equity ETFs so as to ride rallies and buck busts in the Australian share market.

ETF Rotation Strategies

Aim: To back the local and foreign sector ETFs with the strongest price gains over both short and long terms.

Where can I learn more about market timing?

Books on market timing can be ordered online from Amazon.com (or any good bookseller) and basically fall into two categories.

First are those that demonstrate that simple trading and market timing rules work. Sophisticated timing models are not normally disclosed or discussed because they are proprietary property. Examples of such works are:

  • Tom Lydon, The Trend Following Playbook, Pearson Education, New Jersey, 2010
  • Michael Covel, Trend Following (2nd edition), Pearson Education, New Jersey, 2009
  • Werner E Keller, Dynamic Risk Management, (http://www.kellerpartners.com/documents/090605_CFA-LA.pdf ), 9 June 2009
  • Joe Duarte, Market Timing for Dummies, Wiley Publishing, Indianapolis, 2009
  • C. Wilcox and E. Crittenden, Does Trend Following Work on Stocks, Blackstar Funds, Nov 2005 and updated Jan 2009 (http://www.blackstarfunds.com/files/Does_trendfollowing_work_on_stocks.pdf)
  • Deborah Weir, Timing the Market, John Wiley & Sons, New Jersey, 2006
  • Leslie N Masonson, All About Market Timing, McGraw-Hill, 2004
  • Robert W Colby, The Encyclopaedia of Technical Market Indicators, Mc Graw-Hill, New York, 2003
  • Ben Stein and Phil DeMuth, Yes, You Can Time the Market!,John Wiley & Sons, New Jersey, 2003
  • Pu Shen, Market Timing Strategies That Worked, Federal Reserve Bank of Kansas City Research Working paper, RWP02-01, May 2002.

Second are those works which discuss technical analysis in depth, covering indicator analysis or a combination of indicator and charting analysis. These texts vary in complexity.

  • John Murphy, Technical Analysis of the Financial Markets, New York Institute of Finance, New York, 2009
  • Jason Perl, DeMark Indicators, Bloomberg Press, New York, 2008
  • Robert Pardo, The Evaluation and Optimisation of Trading Strategies, John Wiley & Sons, New Jersey, 2008
  • Justine Pollard, Smart Trading Plans, Wrightbooks, Milton Qld, 2008
  • David R Aronson, Evidence Based Technical Analysis, John Wiley & Sons, New Jersey, 2007
  • Isaac J Israel, Patterns of Relative Strength, Lulu.com, USA, 2007
  • Charles D Kirkpatrick and Julie D Dahlquist, Technical Analysis, FT Press, New Jersey, 2007
  • Gerard Appel, Technical Analysis, Power Tools for Active Investors, FT Prentice-Hall, New Jersey, 2005
  • Barbara Rockelfeller, Technical Analysis for Dummies, Wiley Publishing, Indianapolis, 2004
  • Martin J Pring, Technical Analysis Explained, McGraw-Hill, New York, 2002
  • Leigh Stevens, Essential Technical Analysis: Tools and Techniques to Spot Market Trends, John Wiley & Sons, New Jersey, 2002
  • W. Fung and D. A. Hsieh, "The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers", The Review of Financial Studies , Vol. 14, No 2, 2001, pages 331-341
  • John J Murphy, Technical Analysis of the Financial Markets and Study Guide, New York Institute of Finance, New Jersey, 1999
  • Thomas DeMark, The New Science of technical Analysis, John Wiley & Sons, 1994
  • Alexander Elder, The Complete Trading for A Living and Study Guide, John Wiley & Sons, New Jersey, 1993
  • Kate Hudson, Technical Analysis of Stocks and Commodities, Volume 6: Market Timing, 1988.

An extensive search of the internet showed that more than two thirds of readily accessible academic articles concluded that one or more market timing (i.e. trading) rules worked in different international markets. MarketTiming can provide a list of these articles on request. 

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