Engineering Alpha

Engineering Alpha

The Mother of Moving Averages

Is it Possible to Aggregate Moving Averages Into One?

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Jun 29, 2023
∙ Paid

Moving averages are used as trend filters and dynamic support and resistance levels and as such they are extremely useful despite their lagging properties. This article will discuss a moving average aggregation such as it changes need to choose a lookback period.

The Fibonacci Trading Book is finally out! Filled with Fibonacci-based trading methods (tool…

User's avatar

Continue reading this post for free, courtesy of Sofien Kaabar, CFA.

Or purchase a paid subscription.
© 2026 Sofien Kaabar · Privacy ∙ Terms ∙ Collection notice
Start your SubstackGet the app
Substack is the home for great culture