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liquidbread


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 (https://letianzj.github.io/exponential-moving-average.html) and could I clarify that G equals halflife?
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