This is a summary of links featured on Quantocracy on Wednesday, 10/13/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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The MAD indicator [Financial Hacker]As an application to the windowing technique described the the previous article, John Ehlers proposed a new trend indicator that he claimed is robust and yet simple. The latter is certainly true, as the MAD (Moving Average Difference) oscillator is, as the name says, just the difference of two moving averages normalized to +/-100. The MAD code in C for Zorro: var MAD(vars Data, int ShortPeriod,