Engineering Alpha

Engineering Alpha

The Linear-Weighted Moving Average

Coding & Presenting the Linear-Weighted Moving Average

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Dec 04, 2022
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Moving averages come in all shapes and forms and each type has its advantages and limitations. In this article, we will discuss a less common type called the linear-weighted moving average.

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