# MStrategy - key points
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## definitions
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## implementations
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- [CFM paper](https://arxiv.org/pdf/1404.3274.pdf)
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$signal_n (t) = (1/\sigma_n) (p(t-1) - aver(p(t-1)) )$
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where $p(t-1)$ is the price on the previous step
$aver(p(t-1))$, as an exponential moving average of past prices (excluding $p(t)$ itself) with a decay rate equal to n months
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## https://en.wikipedia.org/wiki/Moving_average
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# Parents
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* Momentum Strategy⏎