Exponential Moving Average FiltersExponential 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 InvestmentsWe 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 IndicatorMany investors use the 10-month simple moving average filter as a momentum indicator. Mebane Faber in his book the Ivy Portfolio showed...