Market Timing Filter Applied to a Momentum and Other Factor Strategies
Log in to collectAcademic paper
Market Timing with Moving Averages
Paskalis Glabadanidis
University of Adelaide
Research Network (United States)- Financial Research Network (FIRN)
- University of Adelaide Business School
This strategy is gated
A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.