PT  - JOURNAL ARTICLE
AU  - David Lovatt
TI  - Timing the Index Using Model-Based Market Forecasts
AID  - 10.3905/jwm.2000.320381
DP  - 2000 Apr 30
TA  - The Journal of Wealth Management
PG  - 89--95
VI  - 3
IP  - 1
4099  - https://pm-research.com/content/3/1/89.short
4100  - https://pm-research.com/content/3/1/89.full
AB  - This article contains details of a stochastic equation estimated by non-linear least squares which is used to forecast the U.K. stock market. Simulations show that the model performs well in practice. This article also contains details of a FORTRAN algorithm which includes trading rules designed to guide the practical application of the model. Simulations from the trading rules show that it is capable of improving the long-term performance of equity investment funds.