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Detailed study of a moving average trading rule - MaRDI portal

Detailed study of a moving average trading rule (Q5026541)

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scientific article; zbMATH DE number 7470692
Language Label Description Also known as
English
Detailed study of a moving average trading rule
scientific article; zbMATH DE number 7470692

    Statements

    title
    Detailed study of a moving average trading rule (English)
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    author
    A. Christian Silva
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    Ju-Yi Yen
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    publication date
    8 February 2022
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    zbMATH Keywords
    momentum strategies
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    reversal strategies
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    moving averages
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    Sharpe ratio
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    trading strategies
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    investment strategies
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    time series analysis
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    describes a project that uses
    R
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    fpp
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    Identifiers

    zbMATH DE Number
    7470692
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    OpenAlex ID
    W2791387620
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    arXiv ID
    1907.00212
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