Basics of Moving Averages

Valeriy Zakamulin () and Javier Giner ()
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Valeriy Zakamulin: University of Agder, Norway
Javier Giner: University of La Laguna

Chapter Chapter 2 in The Ultimate Moving Average Handbook, 2025, pp 29-73 from Springer

Abstract: Abstract This chapter introduces the fundamental principles of moving averages, starting with their rationale, the general calculation formula, and an overview of the three conventional types. It then critically assesses the standard measure of lag time, exposing its misleading nature and limitations in accurately detecting trend-changing times. Finally, the chapter explores key mathematical properties of moving averages, including linearity, additivity, associativity, commutativity, and the effects of different weighting schemes, providing a foundation for a deeper understanding of their role in trend-following strategies.

Date: 2025
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DOI: 10.1007/978-3-031-90907-8_2

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