Article Archive For Keyword: trend following

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• Alpha-beta trend following system Version II, tuning for performance by Anthony W. Warren Ph.D.

  ARTICLE SYNOPSIS...Alpha-beta trend following system Version II, tuning for performance by Anthony W. Warren Ph.D. Several years ago, I published the alpha-beta trend following method in Technical Analysis of Stocks & Commodities. Although similar in concept to the c

AUTHOR: Anthony W. Warren, Ph.D.DATE: APR 1989

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• Part 1. Concepts and Examples A Trend Following Method for All Seasons by Anthony W. Warren

  ARTICLE SYNOPSIS...Part 1. Concepts and Examples A Trend Following Method for All Seasons by Anthony W. Warren, Ph.D. Introduction Trend following methods based on plots of raw and moving average data are one of the oldest and most universally used techniques of technica

AUTHOR: Anthony W. Warren, Ph.D.DATE: JUN 1985

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• Part II. Implementation Using Alpha-Beta Filtering A trend following method for all seasons by Antho

  ARTICLE SYNOPSIS...Part II. Implementation Using Alpha-Beta Filtering A trend following method for all seasons by Anthony W. Warren, Ph.D. Summary In the June issue of Technical Analysis of Stocks & Commodities we presented a trend following method for stock and commodit

AUTHOR: Anthony W. Warren, Ph.D.DATE: DEC 1985

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• Pros And Cons Of Daily Versus Weekly Trend Following

  ARTICLE SYNOPSIS...Weekly data is smoother than daily data. So should we be using weekly data for trend-following signals? Here's a test to find out

AUTHOR: Perry J. KaufmanDATE: Bonus Issue 2024