Monthly Moving Averages—An Effective Investment Tool?**

F. E. James

Journal of Financial and Quantitative Analysis, 1968, vol. 3, issue 3, 315-326

Abstract: Analysts and investment advisors have long searched for investment tools that would either furnish predictive probabilities for future security price movements, or would aid in minimizing losses. One such tool, often recommended by market practitioners, is the Moving Average. This article describes a series of experiments that were performed upon actual market data, using Moving Averages of different lengths and weights, and presents results of the experiments. Conclusions derived from these experiments are suggested.

Date: 1968
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