Following a trend with an exponential moving average: analytical results for a Gaussian model (Q1782520)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Following a trend with an exponential moving average: analytical results for a Gaussian model |
scientific article |
Statements
Following a trend with an exponential moving average: analytical results for a Gaussian model (English)
0 references
20 September 2018
0 references
trend following
0 references
systematic trading
0 references
distribution of profits and losses
0 references
correlated returns
0 references
Gaussian market model
0 references
quadratic forms
0 references
0 references
