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

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.