Analiza skuteczności strategii inwestycyjnych opartych na średnich kroczących dla rynku kontraktów terminowych na indeks WIG20
The analysis of investment strategies effectiveness based on moving averages on the example of financial futures related on WIG20

Summary/Abstract: The article describes how the strategies based on Moving Averages can be used. The example shown in the article concerns financial futures contract related on WIG20 index. There are three main Averages used in the strategies: Simple, Weighted, Exponential and two different strategies based on prices of 5-, 20-sessions and 10-, 50-sessions. Two of these strategies were marked with best investment results in the period of time between 20 of December 1999 and 5 of May 2010.

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