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Research > Finance > Trading Energy ETFs with an Improved Moving Average Strategy 

Trading Energy ETFs with an Improved Moving Average Strategy

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Trading Energy ETFs with an Improved Moving Average Strategy

Fotis Papailias & Dimitrios D. Thomakos

International Journal of Energy and Statistics
Volume 01, Issue 01, March 2013, Pages 31-43

Abstract. In this paper, the recently introduced improved moving average methodology in [1] is employed and it is applied in two energy ETFs. It is compared to the standard moving average methodology and the buy and hold strategy. Investors who are interested in energy-related sectors and trade using averages, could benefit by forming their strategies based on this improved moving average methodology as it returns higher profits accompanied by decreased risk (measured in terms of drawdown).

Keywords. Energy ETF, Moving average, Technical analysis, Technical trading

DOI. 10.1142/S2335680413500038

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F. Papailias - D. Thomakos, (c) 2014
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