Australian investment educator; creator of HMA
Alan Hull
Alan Hull is an Australian investment educator, author and speaker with a mathematics and IT background who created the Hull Moving Average (HMA) in 2005. He has written and presented for the ASX, the Australian Technical Analysts Association and the Australian Investors Association, and runs a newsletter at alanhull.com.
What they argue
- A moving average can be made far more responsive to current prices without losing smoothness by combining weighted averages and smoothing over the square root of the period.
- Because the HMA has so little lag, traders should use its turning points as entry and exit signals rather than crossovers, which depend on lag.
Sources
Summaries are Be The Puck's paraphrase of public material. Be The Puck has no affiliation with the people listed.
Hull moving average turn
Rule and full recordTrend following · weekly
A fast, smooth average built to cut lag. Hull says to trade its turns, not crossovers: in while it rises, out while it falls.
Best risk-adjusted results against buy and hold: