Reducing Lag in Data — The Hull Moving Average as a Trend Reversal Indicator.

Presenting and Coding the Hull Moving Average in Time Series Analysis.

The Hull Moving Average is a powerful trend-following overlay indicator that can be used to determine trends and capture them with less lag than the simple moving average. Its calculation is more complex but it is worth adding to the trading framework as it a confirmation factor. In this article, we will discuss the building blocks of the Hull Moving Av…