Unveiling the Global Predictive Power of Moving Average Distance in Market Timing (Part II)
<p>As financial markets traverse borders, the quest for predictive indicators transcends national boundaries. In December 2023, groundbreaking research by Menachem (Meni) Abudy, Guy Kaplanski, and Yevgeny Mugerman illuminates an intriguing avenue — the use of Moving Average Distance (MAD) to forecast future returns of international market-wide indices.</p>
<p>The essence of this study lies in exploring MAD’s efficacy in predicting returns across 92 international market-wide indices. While prior research had primarily focused on MAD as a predictor for U.S. stock returns, this study extends its scope, delving into the global landscape of market indices.</p>
<p><a href="https://medium.com/@bauermartin101/unveiling-the-global-predictive-power-of-moving-average-distance-in-market-timing-part-ii-81de1abf470c"><strong>Read More</strong></a></p>