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The concept of the Moving Average (MA) originates from the Dow Theory developed in the early 20th century. Dow Theory emphasizes that markets exhibit trends, and such trends can be observed through price movements themselves. However, in the early days, price data was highly volatile and lacked smoothing tools. Analysts therefore began using the average price over a certain period to reduce random noise—this marked the beginning of the moving average. With advancements in statistics and computer computation, the moving average gradually became one of the most fundamental technical indicators in quantitative trading. From the Simple Moving Average (SMA) and Exponential Moving Average (EMA) to more sophisticated variants such as the Double Exponential Moving Average (DEMA) and Hull Moving Average (HMA), all these improvements aim to address the inherent lag problem of traditional moving averages, allowing them to reflect price trends more quickly or more smoothly.

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How to Gain Insight into Stock Price Movements from Quarterly Reports? This article will use quarterly reports stock selection to filter the top 20% of listed companies in Taiwan by quarterly revenue and implement long positions. Through this revenue-based backtesting approach, we can identify potential strong stocks in the market and verify the effectiveness of this quarterly stock selection strategy with accurate data. It is simple and provides investors with a stable and systematic basis for stock picking, uncovering the hidden signals behind stock price movements.

The article delves into the performance of momentum strategy under different take-profit and stop-loss conditions, analyzing how to balance risk and reward in a highly volatile market using actual backtesting data.

Over the past two decades, trend-following has been a successful trading strategy used by many fund managers, professional traders, and global macro hedge funds to profit in global futures markets. Recently, the application of trend following strategies to stocks has gained significant attention, with a surge in published research and articles. Increasingly, literature suggests that the trend effects observed in futures markets can similarly apply to stock markets.