/biz/ - Business & Finance

>>20998597
>Doing it wrong. If the greater trend is up, you should be buying only under the 200EMA (especially a large margin under it) and only selling far above the 200EMA (likewise)
I run a comprehensively backtested strategy that differs from your assessment. In fairness though, if the index price dumps more than 50% below the 200 I will start DCAing in cuz, I mean, it's a 50% dump wtf.
This paper shows the long term effect of a rotated moving average strategy using leverage: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2741701
>>20998714
LTCM blew up because they were 30x leveraged like retards. The funny thing is their bets actually would have paid off if they hadn't been so jacked to the tits with margin
>>20998754
I've read some papers comparing different averages like volume weighted, exponential (and double and triple), and a bunch of others. What I came away with is whichever works for you go for it. My main strategy using the 200 sma FWIW