Weighted Moving Average Formula

This file contains three m-file which estimate the Value at Risk (VaR) of portfolio composed of two stocks price by using Exponentially Weighted Moving Average.the main function is 'ewmaestimatevar'. For estimating VaR you should use this function. This function also sketch related diagram. at...

Implementation of Moving Average filter.The moving average filter operates by averaging a number of points from theinput signal to produce each point in the output signal. In equation form,this is written: 1 M-1Y[i] = --- SUM X[i + j] M j=0

Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel! With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,...


Platforms: Windows, Windows 8, Windows 7, Windows Server

This code calculates the Exponentially Weighted Moving Average Standard Deviation Exponentially weighted moving average (EWMA) standard deviation applies different weights to different returns. More recent returns have greater weight on the variance. The exponentially weighted moving average...


Platforms: Matlab

This function computes at (Xi,Yi) unknown locations the IDW (w P=1, Q=1 yields interpolation at one point --> P>1, Q=1 yields interpolation at a vector of points --> P>1, Q>1 yields interpolation at a (ir)regular grid of points======================================== INPUTS Xc: (mandatory) [Nx1]...


Platforms: Matlab

Managing your stock trading activity with “Smart Chart” is a cinch. The program can read practically any ASCII file or MetaStock file and plot the data. The package includes: * Over 30 of the most popular technical indicators into the charting software so you have access to the likes of...


Platforms: Windows

Instructions:1. Give the symbol of the stock.2. Give today's date in the specific format (months-days-year).3. 'GET DATA' button fetches the data from Yahoo server.4. Choose the number of days you want to examine.5. Pick the fast and slow averages used by the functions (remember fast has to be...


Platforms: Matlab

he code performs the simulation of time series with autoregressive fractionally integrated moving average (ARFIMA) models that generalize ARIMA (autoregressive integrated moving average) and ARMA autoregressive moving average models. ARFIMA models allow non-integer values of the differencing...


Platforms: Matlab

It calculates the Tillson moving average. The user is able to change the parameters such as the smoothing sweeps and the volume factor


Platforms: Matlab

In terms of behavior, this is an alternative to filter() for a moving-average kernel, except that it is faster. The speed does not depend on the filter length.The code uses a variant of the cumsum-trick, although not the "garden variety" but in a way that does not run into numerical issues for...


Platforms: Matlab

Very efficient moving average filter implemented using convolution.Usage:Smoothed Data = movave(Data Vector, Averaging Window Size in Samples)See also: slidefilter.m by the same author


Platforms: Matlab

Moving average filter implemented using a "Sliding Sum" technique. Comparatively efficient.Usage:Smoothed Data = slidefilter(Data Vector, Sliding Interval Length in Samples)See also: movave.m


Platforms: Matlab

CHEAPHLOCPLOT A free High-Low-Open-Close (and volume and moving average) plot to answer a CSSM thread ("Subject: on using matlab to plot stock charts"). Parm # Description Size Optional ------ ----------- ---- -------- 1 dates 1xN No 2 High prices 1xN No 3 Low prices 1xN No 4 Open prices 1xN No...


Platforms: Matlab

A moving average implementation using build-in filter, which is very fast.


Platforms: Matlab

Data Curve Fit Creator Add-in is an easy-to-use data analysis add-in for Microsoft Excel. It adds curve fitting, interpolation, and data smoothing functions to Excel. Curve fitting functions include polynomial fits and a versatile local regression (loess) function. Interpolations include...


Platforms: Windows, Windows 8, Windows 7, Windows Server

This m-file implements a M-point moving average system.The equation is:y(n)=(x(n)+x(n-1)+.....+x(n-M))/M;M is the order of the M-point moving average system.Syntax:y=mpointaverage(input,order)The argument 'input' is the input sequence.The argument 'order' is T,the order of the M-point moving...


Platforms: Matlab

For vectors, Y = RUNMEAN(X,M) computes a running mean (also known as moving average) on the elements of the vector X. It uses a window of 2*M+1 datapoints. M an positive integer defining (half) the size of the window. In pseudo code: Y(i) = sum(X(j)) / (2*M+1), for j = (i-M):(i+M), and...


Platforms: Matlab

NumXL is a Microsoft Excel add-in for econometrics and data analysis, designed to make finance modeling and time series easier to manage. You can perform all of your data work right in Excel. NumXL allows you to apply advanced econometric analysis quickly and easily via an intuitive user...


Platforms: Windows, Windows 8, Windows 7, Windows Server

MobiTradeOne for FOREX.com Mobile Phones Edition is a mobile trading platform for FOREX.com clients compatible with Java supporting mobile devices. This mobile trading platform gives customers flexibility and ease in accessing their accounts anytime and anywhere. MobiTradeOne provides added...


Platforms: Java, Handheld/Mobile Other

MobiTradeOne for FOREX.com Windows Mobile Edition is a mobile trading platform for FOREX.com clients compatible with Windows Mobile devices. This mobile trading platform gives customers flexibility and ease in accessing their accounts anytime and anywhere. MobiTradeOne provides added convenience...


Platforms: Windows