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Exponential Moving Average Filters
Exponential moving average filters (EMA) are another common type of filter used to filter price data for stocks, bonds and other assets. ...
Is a 10-month Moving Average The Best Choice For Momentum Investors?
Momentum investors typically use a filtered version of price to help them determine if an asset has positive or negative momentum. A...
Cash Equivalent Investments
We saw in the blog post "Using A Simple Moving Average Filter Used As An Investment Indicator" that investing only during periods of...
Using A Simple Moving Average Filter As An Investment Indicator
Many investors use the 10-month simple moving average filter as a momentum indicator. Mebane Faber in his book the Ivy Portfolio showed...
Simple Moving Average Filters
A simple Moving Average (SMA) is one of the most common filters used on stock or asset price information. The primary use for the...
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