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On The Relationship Between the SMA and Momentum

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Happy new year. This post will be a quick one covering the relationship between the simple moving average and time series momentum. The implication is that one can potentially derive better time series momentum indicators than the classical one applied in so many papers. Okay, so the main idea for this post is quite simple: I’m sure we’re all familiar…
Original post: On The Relationship Between the SMA and Momentum
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