Understanding crossovers

Farley, Alan
July 2007
Futures: News, Analysis & Strategies for Futures, Options & Deri;Jul2007, Vol. 36 Issue 9, p54
The article reports on the concept of moving average crossovers which add horsepower to many types of trading strategies in the U.S. It is stated that crossovers mark important shifts in momentum and support/resistance regardless of holding period. However, despite benefits of using crossovers the authors suggest that one must set their limit on their use to trending market.


Related Articles

  • Momentum brake.  // Money (Australia Edition);Aug2007, Issue 93, p81 

    The article presents a trend analysis of the economic conditions in Australia. Over the last few months to August 2007, the Australian stock exchange would surge forward and drop back, a pattern repeated a number of times. As a result the key market indices such as the S&P/ASX 200 and All...

  • Going with one average, fading another. Collins, Art // Futures: News, Analysis & Strategies for Futures, Options & Deri;Dec2008, Vol. 37 Issue 13, p36 

    The article discusses the use of different trading techniques which will exploit biases in the stock indexes. It mentions that the "Fading the eight-day" is one of the best ways to exploit stock-related futures. It notes that this indicates a primitive version of swing trading that can be...

  • Price discovery and causality in the Australian share price index futures market. Turkington, Joshua; Walsh, David // Australian Journal of Management (University of New South Wales);Dec99, Vol. 24 Issue 2, p97 

    Studies the causal relationship between prices of share index futures and the All-Ordinaries Index in Australia. Impact of market structure on informed trading; Electronic market's potential to enhance price discovery; Correctness of the cost-of-carry model.

  • Bullish outlook for Bursa.  // Malay Mail;10/22/2012, p18 

    The article reports that the FTSE Bursa Malaysia KLCI (FBM KLCI) is expected to trend higher helped by improvements in external environment and support from the banking stocks.

  • A study of the index-futures price relationship within the Malaysian stock index futures market. Ramasamy, Suganthi; Shanmugam, Bala // Derivatives Use, Trading & Regulation;2004, Vol. 10 Issue 2, p156 

    Many studies have been undertaken on the index--futures lead--lag in developed countries. Hardly any, however, have been focused on the Malaysian stock index futures market. This project focuses on the index--futures lead--lag in the Malaysian stock index futures market. The data used in this...

  • Speed of Adjustment and Infraday/Intraday Volatility in the Italian Stock and Futures Markets. Gottardo, Pietro // Modern Economy;Nov2011, Vol. 2 Issue 5, p735 

    We estimate the speed of adjustment of prices to value changes in the Italian stock and futures markets using variances in different return intervals. The paper presents evidence that an assumption of linearity for the relationship volatility-time is untenable when intraday and infraday data are...

  • Navigating markets in the age of index funds. van Essen, Emily // Futures: News, Analysis & Strategies for Futures, Options & Deri;Nov2008, Vol. 37 Issue 12, p54 

    The article focuses on the impact of the massive influx of capital into commodity futures from index funds on some basic market relationships in the U.S. Long only commodity funds (LOCF) have come to dominate the futures industry through both their sheer position sizes and the constant swirl of...

  • VIX futures, options to be available for trading.  // Pensions & Investments;9/15/2003, Vol. 31 Issue 19, p22 

    The Chicago Board Options Exchange (CBOE) announced that futures and options on the CBOE Volatility index will soon be available for trading. VIX futures, which offer a standardized, exchange-traded volatility contract, will be the first product listed on the newly established CBOE Futures Exchange.

  • index futures.  // Bloomsbury Business Library - Business & Management Dictionary;2007, p3823 

    A definition of the term index futures is presented. It refers to a futures contract trading in one of the major stock market indices.


Read the Article


Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics