David Harper is the CEO and founder of Bionic Turtle. He is also a published author with a popular YouTube channel on expert finance topics. Khadija Khartit is a strategy, investment, and funding ...
which expresses the current EWMA as the previous EWMA plus the weighted error in the prediction of the current mean based on the previous EWMA. The EWMA for the i th ...
The data set CLIPS1 is said to be in "strung-out" form, since each observation contains the day and gap measurement of a single clip. The first five observations contain the gap measurements for the ...
Volatility is the core measure of financial risk, but not all volatility calculations are created equal. Simple historical variance treats all past returns the same, which can make it slow to reflect ...
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