---
title: Timing the Roller Coaster
url: https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-16-y-2023-i-2-p-106-d-1063150/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:106-:d:1063150
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F16%2F2%2F106%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A16%3Ay%3A2023%3Ai%3A2%3Ap%3A106-%3Ad%3A1063150
featured: 2023-05-24
citations: unknown
topic: Trading, Microstructure & Execution
---


# Timing the Roller Coaster

Algorithmic trading can help small investors outperform the market with a simple moving average crossover approach.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F16%2F2%2F106%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A16%3Ay%3A2023%3Ai%3A2%3Ap%3A106-%3Ad%3A1063150
- Identifier: RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:106-:d:1063150
- Released: 2023-05-24
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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