[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: More sophisticated Moving Averages



PureBytes Links

Trading Reference Links

At 5:48 PM -0400 10/1/98, Hernan Covarrubias Castillo wrote:

>Does anyone know bibliography or web sites where I can find info about
>more sophisticated moving averages. Of course I know EMA, DEMA, T3,
>ARMA, ARIMA, and the others you can find there in the Omega and TASC
>sites, but I would like to know the state of art about this matter. Is
>there any method (mov.average procedure) with low lag and extremely good
>smoothness ?.

>PS: People at Jurik Research could tell me: "My moving average!".

Jurik has a paper called "Evolution of Moving Averages" on his web site
that you can download from http://www.jurikres.com/faq/reports.htm#top

Bob Fulks