Trend Following

Moving Average Distance and Time-Series Momentum

For investors that use trend-following strategies, Avramov, Kaplanski, and Subrhmanyam provided new evidence supporting momentum strategies and showed that the distance between short- and longer-term momentum signals provides additional explanatory power in the cross-section of equity returns.

Trend-Following Filters – Part 8

This article describes digital filters derived from time series regression models that can be used as technical analysis tools. The filters are analyzed from a digital signal processing (DSP) frequency domain perspective to illustrate their properties. Example charts of the filters applied to the S&P 500 index are also included.

What is Trend Following? A Painful Journey to Smarter Investing

Trend following, at its core, is a strategy where investors buy an asset when it's going up and sell when it’s going down. But unlike panic-driven investors who sell at the worst possible moment, trend followers adhere to a rules-based approach in an attempt to remove emotion from the equation.

Trend-Following Filters – Part 7

This article examines four digital filters commonly used for trend-following: moving average linear weighted moving average exponential smoothing time series momentum

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