Stocks & Commodities V. 42:13 (18–21): Pros And Cons Of Daily Versus Weekly Trend Following by Perry J. Kaufman
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Pros And Cons Of Daily Versus Weekly Trend Following by Perry J. Kaufman
Weekly data is smoother than daily data. So should we be using weekly data for trend-following signals? Here’s a test to find out.
Alot of us are trend followers. We believe that long-term trends reflect the way the economy moves. Those moves are most often orchestrated by the Federal Reserve’s interest rate policy, which tends to be repetitious: steady increases to fight inflation, steady decreases to stimulate the economy ...
Weekly data is smoother than daily data. So should we be using weekly data for trend-following signals? Here’s a test to find out.
Alot of us are trend followers. We believe that long-term trends reflect the way the economy moves. Those moves are most often orchestrated by the Federal Reserve’s interest rate policy, which tends to be repetitious: steady increases to fight inflation, steady decreases to stimulate the economy ...
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