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The Volatility-Adjusted Moving Average. New Trend-Following Horizons

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The Volatility-Adjusted Moving Average. New Trend-Following Horizons

Coding the Volatility-Adjusted Moving Average in Python

Sofien Kaabar, CFA
May 28, 2022
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The Volatility-Adjusted Moving Average. New Trend-Following Horizons

abouttrading.substack.com
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Adjusting for volatility is a powerful technique to account for the recent price action. Most moving averages fail to do so and thus they miss a part of the picture. Surely they are useful in their own but every moving average has its own flaws. This article discusses and presents a type of moving average that accounts for volatility.

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