Exponentially Weighted Moving Averages

Exponentially Weighted Moving Averages

Abdulla Javeri

30 years: Financial markets trader

In the previous video, Abdulla covered simple or arithmetic moving averages. Here, Abdulla explains a similar concept: the weighted and exponential moving averages. He answers the questions: what are they, how are they calculated and how are they used?

In the previous video, Abdulla covered simple or arithmetic moving averages. Here, Abdulla explains a similar concept: the weighted and exponential moving averages. He answers the questions: what are they, how are they calculated and how are they used?

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Exponentially Weighted Moving Averages

5 mins 11 secs

Overview

The exponentially weighted moving average places differing weights on historic data. The rate at which the weights exponentially decrease is defined as the decay rate.

Key learning objectives:

  • Understand the difference between a simple moving average and an exponentially weighted moving average

  • Define the impact the decay rate might have on the output calculation

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Summary
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Expert
Abdulla Javeri

Abdulla Javeri

Abdulla’s career in the financial markets started in 1990 when he entered the trading floor of the London International Financial Futures Exchange, LIFFE, and qualified as a pit trader in equity and equity index options. In 1996, Abdulla became a trainer for regulatory qualifications and then for non-exam courses, primarily covering all major financial products.

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