Engineering Alpha

Engineering Alpha

A New Moving Average-Based Trading Strategy

Coding a New Trading Strategy Based on Moving Averages

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 10, 2022
∙ Paid

Sometimes moving averages are used for contrarian trading. This article discusses a simple transformation to make moving average give out reversal signals that are in tandem with the aggregate trend.

I have released a new book after the success of my previous one “Trend Following Strategies in Python”. It features advanced contrarian indicators and strat…

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