PETERSON, Timothy. Using Two Sets of Multiple Moving Averages of Price to Time Positions in a Portfolio of Exchange Traded Funds. Journal of Finance Issues, [S. l.], v. 10, n. 1, p. 91–100, 2012. DOI: 10.58886/jfi.v10i1.2318. Disponível em: https://jfi-aof.org/index.php/jfi/article/view/2318. Acesso em: 16 may. 2026.