The Hull Moving Average (HMA) was developed by Alan Hull for the purpose of reducing lag, increasing responsiveness while at the same time eliminating noise. Its calculation is elaborate and makes use of the Weighted Moving Average (WMA).
It uses two lagged hull moving averages at the intersection of which a change in trend is determined.
First of all I want to begin with a piece of research I did in October 2018 on the relationship between the US stock Market, the US Dollar , US Treasuries and Gold Bullion ( Commodities ).
I analysed if there was a relationship that High Net Worth Individuals adhered to when moving their assets. In particular I was looking at the Rockefellas over...