An improved moving average technical trading rule

DOI10.1016/J.PHYSA.2015.01.088zbMath1400.91688OpenAlexW3122456237MaRDI QIDQ1618385

Fotis Papailias, Dimitrios D. Thomakos

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2015.01.088

zbMATH Keywords

trading strategiesmoving averagetechnical analysistrailing stop

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Related Items (2)

A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures ⋮ Detailed study of a moving average trading rule

Cites Work

• Following a trend with an exponential moving average: analytical results for a Gaussian model
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