Exploiting Exchange Rate SMA Signals
April 29, 2014 - Currency Trading, Technical Trading
Are simple moving averages (SMA) effective in generating signals for short-term currency trading? In the April 2014 draft of his paper entitled “ANANTA: A Systematic Quantitative FX Trading Strategy”, Nicolas Georges investigates the effectiveness of fast (2-day) and slow (15-day) SMAs as indicators of currency exchange rate evolutions when applied to ten G10 currency pairs… Keep Reading