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The McGinley Dynamic — A Superior Moving Average?

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The McGinley Dynamic — A Superior Moving Average?

Coding the McGinley Dynamic in Python.

Sofien Kaabar, CFA
Mar 3, 2022
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The McGinley Dynamic — A Superior Moving Average?

abouttrading.substack.com

Moving averages come in all shapes and forms and each type has its advantages and limitations. In this article, we will discuss a less common type called the McGinley dynamic, an unusual form of smoothing.

I have just released a new book after the success of my previous one “The Book of Trading Strategies”. It features advanced trend-following indicators…

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