Exponential moving average versus moving exponential average

DOI10.1007/S00591-010-0080-8MaRDI QIDQ538494zbMATH OpenOpenAlexFDO

Authors Frank Klinker

Publication date 25 May 2011

Published in Mathematische Semesterberichte (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.04237

zbMATH Keywords

averageMACDchart analysistrend indicator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Abstract: In this note we discuss the mathematical tools to define trend indicators which are used to describe market trends. We explain the relation between averages and moving averages on the one hand and the so called exponential moving average (EMA) on the other hand. We present a lot of examples and give the definition of the most frequently used trend indicator, the MACD, and discuss its properties.

Recommendations

• Study of moving average approaches and exponential volatility
• A mathematical analysis of technical analysis
• A generalized moving average convergence/divergence for testing semi-strong market efficiency
• Following a trend with an exponential moving average: analytical results for a Gaussian model
• scientific article; zbMATH DE number 484154

Cites work

• Analysis 1
• Numerische Mathematik.

Cited in

(2)

• An optimized smoothing technique motivated by a technical question
• Study of moving average approaches and exponential volatility

This page was built for publication: Exponential moving average versus moving exponential average

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q538494)