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Paul Allen
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Paul Allen has worked in the securities industry since 1998. Prior to his engagement with www.WallStreetCourier.com in 2009, he has been working for several top tier investment banks. Right now, Allen's position is Head of Quantitative/Technical Market Analysis. WallStreetCourier.com is an... More
My company:
WallStreetCourier
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WallStreetCourier's Quantitative Review
  • Golden Cross Or Other Simple Moving Average Crossover Strategies? - A Critical Quantitative Review (Of All Possible Simple Moving Average Combinations)! 0 comments
    Jul 13, 2014 4:55 AM | about stocks: IVV, SPY

    We have published a new research paper, where we analyzed all possible moving average combinations versus a simple buy & hold approach. The research paper can be found under following link: www.wallstreetcourier.com/port/po-articles-simple-moving-average-strategies.htm

    Abstract
    • Within the last decade most moving average crossover strategies have worked out very well for their followers as they prevented them from being invested in equities during the Tech Bubble and the Financial Crisis, respectively.
    • Nevertheless, most of those crossover strategies have underperformed the broad equity market since 2009.
    • In this article, we will analyze all possible moving average crossover signals for the S&P 500 (NYSEARCA:IVV) from 1928-12-31 until 2014-06-11, to get an insight if such strategies provide any (additional) value for investors!

    The PDF version is available here. Enjoy reading.

    Stocks: IVV, SPY
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