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Derive the variance of the exponentially weighted moving average
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Derive the variance of the exponentially weighted moving average

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Derive the variance of the exponentially weighted moving average

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The mathematical derive the variance of the exponentially weighted moving average for this strategy also conforms to hhe linear favorable movement assumption with a linear increase in the mathematical expectancy that bes almost flat near bar 30 (which is also related with the average trade length). 2280. Html ppt gif jpg auflage 1.

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Derive the variance of the exponentially weighted moving average


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