Types of Moving Averages

6533b86dfe1ef96bd12c9322

RESEARCH PRODUCT

Types of Moving Averages

subject

Identification (information)Smoothness (probability theory)Lag time Moving average Statistics Mathematics Delay time

description

This chapter presents a detailed review of all ordinary types of moving averages, as well as some exotic types of moving averages. These exotic moving averages include moving averages of moving averages and mixed moving averages with less average lag time. For the majority of moving averages, this chapter computes the closed-form solutions for the average lag time and smoothness. This chapter also demonstrates that the average lag time of a moving average can easily be manipulated; therefore the notion of the average lag time has very little to do with the delay time in the identification of turning points in a price trend.

year	journal	country	edition	language
2017-01-01

https://doi.org/10.1007/978-3-319-60970-6_3

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