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- W3127725384 abstract "“The trend is your friend” is a common saying, the difficulty lies in determining if and when you are in a trend. Is the trend strong enough to trade? When does the trend reverse and how are you going to determine this? We will try and answer at least some of these questions here. We are deriving a novel indicator to measure the power of a trend using digital signal processing techniques, separating the Signal from the Noise. We apply these to examples as well as real data and evaluate the accuracy of these and the relation to P&L performance of the Volatility Index trend following algorithm devised by J. Welles Wilder Jr. in 1978." @default.
- W3127725384 created "2021-02-15" @default.
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- W3127725384 date "2020-01-01" @default.
- W3127725384 modified "2023-09-25" @default.
- W3127725384 title "Power Assisted Trend Following" @default.
- W3127725384 doi "https://doi.org/10.2139/ssrn.3541642" @default.
- W3127725384 hasPublicationYear "2020" @default.
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