Podcast Episode 5 – Why follow trends

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In this episode I will answer the question of why follow trends.  In addition, I cover the basics of my trend following strategy which includes the 200 day and 50 day exponential moving averages (EMA).

Here are links to the research referenced in the podcast.

My study of the S&P 500 buy and hold versus trading the S&P 500 around its 200 day EMA from 1/3/1989 to 12/31/2009

Moving average: Holy Grail or Fairy Tale  by: Theodore Wong This is a three part series of papers. Links below:

Part 1

Part II

Part III

Tagged as: Podcast, Trend Following