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Our first quantstrat example case study is based on the Exponential Moving Average (EMA) Crossover.
Let’s briefly review what moving averages and crossovers are.
A moving average is the average price of a security over a set amount of time. Moving averages smooth the price data to form a trend following indicator (TFI). Once the day-to-day fluctuations are removed, traders are better able to identify the true trend and increase the probability that it will work in their favor.
