Book Motivation
My friend, Valeriy, has produced some excellent trend following research articles over the years (much of which is on this blog!). Of course, trend-following isn’t new. Traders have been chasing trends for centuries, and moving averages are the workhorse tool behind it all. The basic idea is simple: markets are noisy, so smooth the data and try to extract the signal.
Sounds straightforward—until you realize there are hundreds of ways to do it. (we have an entire category of...
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