Trading Energy ETFs with an Improved Moving Average Strategy

Fotis Papailias; Dimtrios Thomakos

doi:10.1142/S2335680413500038

Trading Energy ETFs with an Improved Moving Average Strategy

Fotis Papailias, Dimtrios Thomakos

Research output: Contribution to journal › Article

Abstract

In this paper we employ the recently introduced improved moving average methodology of Papailias and Thomakos (2011) and we apply it in two energy ETFs. We compare it to the standard moving average methodology and the buy and hold strategy. Investors who are interested in energy-related sectors and trade using averages, could benefit by forming their strategies based on this improved moving average methodology as it returns higher profits accompanied by decreased risk (measured in terms of drawdown).

Original language	English
Pages (from-to)	31-43
Journal	International Journal of Energy and Statistics
Volume	1
Issue number	1
DOIs	https://doi.org/10.1142/S2335680413500038
Publication status	Published - 27 Mar 2013

Keywords

Energy ETF
Moving Average
Technical Analysis
Technical Trading

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http://www.worldscientific.com/doi/pdf/10.1142/S2335680413500038

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AB - In this paper we employ the recently introduced improved moving average methodology of Papailias and Thomakos (2011) and we apply it in two energy ETFs. We compare it to the standard moving average methodology and the buy and hold strategy. Investors who are interested in energy-related sectors and trade using averages, could benefit by forming their strategies based on this improved moving average methodology as it returns higher profits accompanied by decreased risk (measured in terms of drawdown).

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KW - Technical Trading

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