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Hull Moving Average HMA

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Definition of 'Hull Moving Average HMA'

The Hull Moving Average (HMA) is a Moving Average created by Allan Hull and described in his book Active Investing. The formula for the HMA is:

HMA = WMA(2*WMA(PRICE, N/2) - WMA(PRICE, N), SQRT(N))
where...
HMA = Hull Moving Average
WMA = Weighted Moving Average
PRICE = The asset's price
N = Period
SQRT = Square Root

The HMA is a linear regression (aka least squares) calculation.

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