Stocks & Commodities V. 43:03 (32–38): Anatomy Of Moving Average Trading Part 1: Black Swan Events by Massoud Metghalchi, PhD

Stocks & Commodities V. 43:03 (32–38): Anatomy Of Moving Average Trading Part 1: Black Swan Events by Massoud Metghalchi, PhD
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Anatomy Of Moving Average Trading Part 1: Black Swan Events by Massoud Metghalchi, PhD

Can technical analysis save investors from a prolonged down period in the market? In this first part of a look at trading with moving average systems, we’ll present the results of a study testing a variety of moving aver-age–based trading rules on six U.S. broad market ETFs.

Advocates of the efficient market hypothesis (EMH) argue that the best strategy would be to buy a market index and keep it for the long term, a buy-and-hold strategy (B&H) ...




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