Forums  > Trading  > EMA for high frequency data  
Page 1 of 1
Display using:  


Total Posts: 4
Joined: Jun 2022
Posted: 2022-07-08 17:19
Hi folks,

Could someone enlighten on how EWMA is calculated for an irregular time series in high-freq/tick data?

I have found this link ( and could I clarify that G equals halflife?
Previous Thread :: Next Thread 
Page 1 of 1