Simple Moving Averages: A Ten-Year Test [PDF]
The intent of this thesi s is to prove whether or not simple moving averages can be used to predict the future price performance of stocks and outperform the buy-and-hold method of investing in the stock market. The importance of this research is that if
Wilder, Eric M.
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Linear least squares estimation of the first order moving average parameter [PDF]
, 2002 We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator.
Valdero Mora, Emili
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A factor pricing model based on double moving average strategy
Humanities & Social Sciences Communications, 2023 The heterogeneous market hypothesis states that there are different types of investors with different investment term-structures in the stock market.
YuZhi Chen, Yi Fang, XinYue Li, Jian Wei
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Algorithmic Trading, Price-Based Functions, Daily and Intraday Moving Averages, Average Directional Index (ADX), Buy-and-Hold Strategy [PDF]
راهبرد مدیریت مالیTraders and investors have always sought to maximize profits and manage risks associated with their investments. Over the past decades, various tools have been developed to achieve these objectives.
Hamid Hasani, Saeed Rahimian
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A strong deviation theorem and its application to herding effect
Results in Applied Mathematics, 2020 Wang and Yang (2011) studied the strong deviation theorems of the n-th order identical distribution (for short i.d.) random sequences. In the present paper we arrive at the strong deviation theorems for the moving averages of the third order non ...
Zixian Cui +3 more
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Extreme value theory for moving average processes with light-tailed innovations [PDF]
, 2005 We consider stationary infinite moving average processes of the form $Y_n = \sum c_i Z_{n+i}$, where the sum ranges over the integers, (Z_i) is a sequence of iid random variables with ``light tails'' and (c_i) is a sequence of positive and summable ...
Lindner, Alexander M. +2 more
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A new measure of volatility using induced heavy moving averages
Technological and Economic Development of Economy, 2019 The volatility is a dispersion technique widely used in statistics and economics. This paper presents a new way to calculate volatility by using different extensions of the ordered weighted average (OWA) operator.
Ernesto León-Castro +4 more
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Market timing with moving averages for fossil fuel and renewable energy stocks
Energy Reports, 2020 The paper examines whether the Moving Average (MA) technique can outperform random market timing in the energy sector, compiled of fossil and renewable energy producers.
Chia-Lin Chang +3 more
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Optimal Length of Moving Average to Forecast Futures Basis
Journal of Agricultural and Resource Economics, 2010 The question addressed in this study is which length of historical moving average provides the best forecast of futures basis. Differences in observed forecast accuracy among the different moving averages are usually less than a cent per bushel, and most
Robert B. Hatchett +2 more
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A 2-D Extension of the Trend Concept Applicable to Images, Surfaces and Space-Time Signals
Bulletin of the Polytechnic Institute of Jassy: Constructions, Architechture Section, 2022 The analysis of highly irregular processes is often based on the search for a trend, an average curve representing the general pattern of the phenomenon observed.
Padet Jacques
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