6533b7d2fe1ef96bd125f339

RESEARCH PRODUCT

Why Moving Averages?

Valeriy Zakamulin

subject

Smoothness (probability theory)Lag timeDividend discount modelTrend detectionMoving averageLagStatisticsMathematics

description

This chapter presents a brief motivation for using moving averages for trend detection, how moving averages are computed, and their two key properties: the average lag (delay) time and smoothness. The most important thing to understand right from the start is that there is a direct relationship between the average lag time and smoothness of a moving average.

https://doi.org/10.1007/978-3-319-60970-6_1