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Jim Dean

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Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: What's your favorite risk-return measure?
Posted : 4/14/2014 5:17 PM
Post #29794 - In reply to #29793

Ger - I think your point is well-taken. An EMA or a WMA or a hybrid (bounded EMA or WMA with lowest wtg >1) might be more representative than an SMA. You can apply any of the averaging methods easily to Equity data.

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