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• Weight + Volume + Move-Adjusted Moving Average: It's WEVOMO! by S. Bisse

  ARTICLE SYNOPSIS ...Stocks & Commodities V. 23:4 (32-35): Weight + Volume + Move-Adjusted Moving Average: It's WEVOMO! by Stephan Bisse Moving averages: I use 'em, you use 'em, we all use 'em, but can they really tell you anything about the future direction of a time series? In this article, the third of a series, we look at minimizing the lag even more using the weighted move- and volume-adjusted moving average. Moving averages merely give you a view of where a time series has been in the past. So how can it be used as a predictor? The only way is by adding more information Copyright into the calculation. But ...

AUTHOR: S. BisseDATE: APR 2005SUBJECT: New Techniques