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Is smarter better? A comparison of adaptive, and simple moving average trading strategies · Study

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ArticleIs smarter better? A comparison of adaptive, and simple moving average trading strategies

Craig Ellis2005

Article2005

Is smarter better? A comparison of adaptive, and simple moving average trading strategies

Craig Ellis · Simon A. Parbery

119 citations·0/0 files stored·Research in International Business and Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1968The Performance of Mutual Funds in the Period 1945-1964 1980Financial Theory and Corporate Policy.1992The use of technical analysis in the foreign exchange market 1968The Random Character of Stock Market Prices 1966Filter Rules and Stock-Market Trading 1961Price Movements in Speculative Markets : Trends or Random Walks

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2016Forecasting the REITs and stock indices: Group Method of Data Handling Neural Network approach 2018Examination of the profitability of technical analysis based on moving average strategies in BRICS 2013Moving Averages for Financial Data Smoothing 2007Is the Swedish stock market efficient? Evidence from some simple trading rules 2018OPTIMISING THE SMOOTHNESS AND ACCURACY OF MOVING AVERAGE FOR STOCK PRICE DATA 2023PreBit — A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin

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Year2005

Typearticle

Published2005-06-25

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations119

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ribaf.2004.12.009

openalex_workW2048849338

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2018Anticipating cryptocurrency prices using machine learning

2016The profitability of moving average trading rules in BRICS and emerging stock markets