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The Modified Moving Average

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The Modified Moving Average

Creating and Coding a New Type of Moving Averages

Sofien Kaabar, CFA
Apr 20, 2022
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The Modified Moving Average

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Moving averages are primordial in technical analysis and any other type of quant-based technique. Understanding how they are calculated makes you more confident in knowing their limitations. This article presents a modified version of the moving average.

I have released a new book after the success of my previous one “Trend Following Strategies in Python…

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