RT Journal Article SR Electronic T1 Stock Market Timing with Entropy JF The Journal of Wealth Management FD Institutional Investor Journals SP 57 OP 67 DO 10.3905/jwm.2015.18.3.057 VO 18 IS 3 A1 Levan Efremidze A1 Darrol J. Stanley A1 Michael D. Kinsman YR 2015 UL https://pm-research.com/content/18/3/57.abstract AB We examine the effectiveness of entropy analytics for stock market timing. The objective behind the study is to develop and facilitate market timing procedure by introducing a relatively untested investment methodology that could be pragmatically utilized in investment management. As an example, we implement sample entropy analysis on the Dubai index series. We find that sample entropy-based trading strategies deliver better risk-adjusted performance than the index buy and hold strategy during the back-testing period, which also included highly volatile market returns.TOPICS: Security analysis and valuation, emerging, quantitative methods, performance measurement