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Entries Tagged as 'average'

Moving Median: a better indicator than Moving Average?

January 14th, 2010 · 15 Comments · Futures, Strategies

While searching for robustness, you might come across the term of robust statistical estimator: the median, for instance, is a robust measure of central tendency, while the mean (average) is not (the latter is much more sensitive to outliers). Robustness in trading is a tough beast to tame and understand. The more “robust” the research […]

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