Today I learned MACD. It is an indicator of how price is going. It won't really predict the future, but you can learn a new pattern from MACD curves, rather than the stock price curve itself.
MACD is smoother (because it's based on moving average), and arguably less time-lagged than the moving average itself.
Now I regret not having used system identification method to build a model for stock market. It could result in some thing like MACD.
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