Basics of Moving Averages

6533b82ffe1ef96bd1295a20

RESEARCH PRODUCT

Basics of Moving Averages

subject

Smoothness (probability theory)Lag time Moving average Applied mathematics Function (mathematics)Weighting Mathematics

description

This chapter introduces the notion of a general weighted moving average and shows that each specific moving average can be uniquely characterized by either a price weighting function or a price-change weighting function. It also demonstrates how to quantitatively assess the average lag time and smoothness of a moving average. Finally, the analysis provided in this chapter reveals two important properties of moving averages when prices trend steadily.

year	journal	country	edition	language
2017-01-01

https://doi.org/10.1007/978-3-319-60970-6_2

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