Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.
ARTICLE SYNOPSIS...Alpha-beta trend-following revisited by Anthony W. Warren, Ph.D.
In the June and December 1985 issues of Technical Analysis of Stocks & Commodities magazine, I
presented a new method for trend-following based on the use of alpha-beta filtering for trade
AUTHOR: Anthony W. Warren, Ph.D.DATE: DEC 1986