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# MStrategy - key points ⏎ ⏎ ⏎ ## definitions ⏎ ## implementations ⏎ - [CFM paper](https://arxiv.org/pdf/1404.3274.pdf) ⏎ $signal_n (t) = (1/\sigma_n) (p(t-1) - aver(p(t-1)) )$ ⏎ 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 ⏎ ## https://en.wikipedia.org/wiki/Moving_average ⏎ # Parents ⏎ * Momentum Strategy⏎
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