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Mathematische Semesterberichte
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Preprint . 2020
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Mathematische Semesterberichte
Article . 2010 . Peer-reviewed
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Article . 2011
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https://dx.doi.org/10.48550/ar...
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Exponential moving average versus moving exponential average

Exponential moving average versus moving exponential average
descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 09 Dec 2010Embargo end date: 01 Jan 2020 English Publisher:Springer Science and Business Media LLCJournal:Mathematische Semesterberichte, volume 58, pages 97-107 (issn: 0720-728X, eissn: 1432-1815, Copyright policy )
Authors: Klinker, Frank;

doi: 10.1007/s00591-010-0080-8 , 10.48550/arxiv.2001.04237

arXiv: 2001.04237

Exponential moving average versus moving exponential average

Abstract

In this note we discuss the mathematical tools to define trend indicators which are used to describe market trends. We explain the relation between averages and moving averages on the one hand and the so called exponential moving average (EMA) on the other hand. We present a lot of examples and give the definition of the most frequently used trend indicator, the MACD, and discuss its properties.

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Keywords

FOS: Computer and information sciences, Statistical Finance (q-fin.ST), Other Statistics (stat.OT), Quantitative Finance - Statistical Finance, MACD, FOS: Economics and business, Statistics - Other Statistics, trend indicator, chart analysis, Statistical methods; economic indices and measures, average, Applications of statistics to economics

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    		 118
    popularity
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    influence
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
118
Top 1%
Top 1%
Average
Green
bronze