Data Science tricks
Ilias Flaounas
788

Hi Ilias,

first of all, great and eye opening post!

One question:

In wikipedia (https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average) and other sources the EMA is calculated as:

EMA <- w * x + (1 - w) * EMA

You do:

EMA <- w * EMA + (1 - w) * x

Do you do something special? Is there a mistake or do I miss something?

Best
 Chris

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