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This research work intended to evaluate the Triple Moving Average Strategy profitability under different market regimes or clusters. The first part of the research work signaled the need to combine three simple moving average or exponential moving average trading rules to form a triple moving average trading strategy and then test it under diffe…

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noahwalugembe/triple-moving-average-

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1_time_seriesanalysis.ipynb: This notebook contains the the time series analysis

2_regeim_classification.ipynb: This notebook contains regeim_classification Gaussian mixture models (GMMs) clustering algorithm

3_Triple Exponential Moving Average.ipynb: This notebook contains Triple Exponential Moving Average results

4_Triple Simple Moving Average (TEMA) trading strategy .ipynb: This notebook contains Triple Simple Moving Average (TEMA) trading strategy results

5_Three Triple Exponential Moving Average (TTEMA) trading strategy .ipynb: This notebook contains Three Triple Exponential Moving Average (TTEMA) trading strategy results

6_Three Triple Simple Moving Average (TTEMA) trading strategy .ipynb This notebook contains Three Triple Simple Moving Average (TTEMA) trading strategy results

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This research work intended to evaluate the Triple Moving Average Strategy profitability under different market regimes or clusters. The first part of the research work signaled the need to combine three simple moving average or exponential moving average trading rules to form a triple moving average trading strategy and then test it under diffe…

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