AI & Algo Trading

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Market Timing with Moving Averages

blog.edarchimbaud.com

Market Timing with Moving Averages

edarchimbaud
Sep 7, 2023
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Share this post

Market Timing with Moving Averages

blog.edarchimbaud.com
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Original paper

SSRN-id2208441.pdf

Trading rules

  • Use French decile portfolios (Kenneth French data library) or construct custom portfolios

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