Engineering Alpha

Engineering Alpha

What is the Volatility-Adjusted Moving Average

Presenting the Perks of the Volatility-Adjusted Moving Average

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Apr 16, 2025
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Moving averages come in different shapes and colors. This article presents the volatility-adjusted moving average, a type of moving average that like the KAMA adapts itself to volatility.

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