SMA Timing Method proposed by Faber
Moving averages have long been used in trend following technical based trading. This strategy has two parameters to allow users to set what security and number of days the simple moving average is based.
Similar Strategies in ValiFi:
- Market Timing Rule with Short Term Interest Rate: using the short-term interest rates as an indicator
- Market Timing Rule with Maturity Spread: using the spread of long-term and short-term interest rates as an indicator
- High Yield Bond Timing Strategy: using trend triggers (percentages from recent high or recent low) of the asset price for buy and sell decisions
- The 125 05 Timing Model of High Yield Bond Strategy by Gerald Appel: using predifined trend triggers (percentages from recent high or recent low) of the asset price for buy and sell decisions
- Market Timing Rule with Long Term Interest Rate: using long-term interest rate as an indicator
- Market Timing Rule with Earning to Price Ratio: using the E/P ratio as an indicator
- Market Timing Rule with Dividend Yield: using the dividend yield as an indicator
- Market Timing Rule with Expected Inflation: using the expected inflation as an indicator
- Market Timing rule with Implied Volatility Index : using the implied volatility index as an indicator
- Market Timing Rule with Bond-Equity Yield Ratio : using the bond-equity yield ratio as an indicator
- Market Timing Rule with Dividend Payout Ratio : using the dividend payout ratio as an indicator
- Market Timing Rule with Credit Spread : using the credit spread as an indicator
- Market Timing Rule with Put/Call Ratio: using the put/call ratio as an indicator
- Learning Market Timing Rule: following the most profitable rule of the above simple market rules in each period
- Voting Market Timing Rule : Switching the position if a certain percentage of the above simple market timing rules intends to do so.
See Also
- Mebane T. Faber. Lazy ETF Portfolios Inspired by the gura. Seekingalpha.com.
- Mebabe T. Faber. A Quantitative Approach to Tactical Asset Allocation
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