[postlink]
http://forex-tutorial-video.blogspot.com/2011/12/ewma-versus-garch11-volatility.html[/postlink]
http://www.youtube.com/watch?v=j-h_HXDjju8endofvid [starttext]This is a side-by-side comparison of EWMA and GARCH(1,1) to show their similarities (i.e., both are conditional estimates that give greater weight to more recent returns) and isolate on the key difference (GARCH adds mean reversion). [endtext]
[postlink]
http://forex-tutorial-video.blogspot.com/2011/12/exponentially-weighted-moving-average.html[/postlink]
http://www.youtube.com/watch?v=P_tr9_Ue220endofvid [starttext] very good! But how does the program come up with the 94%?How do you calculate the 1st EWMA variance? Is it a simple variance? If yes, how old data are you considering to calculate that 1st EWMA variance? [endtext]
Exponentially weighted moving average (EWMA)
Labels:
Forex moving average
[postlink]
http://forex-tutorial-video.blogspot.com/2011/12/strategy-moving-averages-what-type.html[/postlink]
http://www.youtube.com/watch?v=1p7e_tKotw8endofvid [starttext] explains moving average choices ie it's not about what moving average, it's all about the principle of using the moving averages. Stop values are discussed [endtext]
Strategy - Moving Averages - What type? period? what stops?
Labels:
Forex moving average
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