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

This work presents detailed descriptions of models designed to forecast financial markets for investment purposes, and also examines how to incorporate a market-timing approach into an investment strategy. Topics include: use of regression analysis to analyze forecast reliability; modelling the stock and bond markets, and large and small cap stocks; turning market forecasts into investment strategies; and alternative approaches to market forecasting.