Engineering Alpha

Engineering Alpha

The Modified Moving Average

Creating and Coding a New Type of Moving Averages

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Apr 20, 2022
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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.

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