Market Timing with Moving Averages Over the Very Long Run
April 15, 2015 - Momentum Investing, Technical Trading
Which moving average rules and measurement (lookback) intervals work best? In the March 2015 version of his paper entitled “Market Timing with Moving Averages: Anatomy and Performance of Trading Rules” Valeriy Zakamulin compares market timing rules based on different kinds of moving averages, including simple momentum. He first compares the mathematics of these rules to identify similarities and… Keep Reading