I generally concur with the report also. Three sentences stand out;
- Even in-sample, there is very little to be gained from moving to more than one moving average
- The results in the 4MA section are barely better than those in the 1MA section
- This begs the question, why do users ever have more than one moving average?
http://www-stat.wharton.upenn.edu/~...um/TrendFollowing/citigrouptrendfollowing.pdf
- Forums
- General
- Found this from Citi on moving averages
I generally concur with the report also. Three sentences stand...
Featured News
Featured News
The Watchlist
ACW
ACTINOGEN MEDICAL LIMITED
Andy Udell, CCO
Andy Udell
CCO
SPONSORED BY The Market Online