https://xuquant.com/tags/moving-average/Recent content in Moving-Average on Xu'Bloghttps://xuquant.com/images/profile.jpghttps://xuquant.com/images/profile.jpgHugo -- 0.152.2enSun, 09 Feb 2025 10:00:00 +0800https://xuquant.com/posts/strategies/double_ma_strategy/Sun, 09 Feb 2025 10:00:00 +0800https://xuquant.com/posts/strategies/double_ma_strategy/A rigorous analysis of the dual moving average crossover strategy, covering mathematical formulation, statistical properties, and the structural vulnerability of trend-following systems in mean-reverting regimes.