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Feature Request: Exponentially Weighted Running/Rolling Statistics #39

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kpa28-git opened this issue Jun 6, 2022 · 0 comments
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@kpa28-git
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Indicators already has rolling and running (expanding) stats, but having exponentially weighted versions of these would be useful to calculate things like exponentially weighted standard deviation and all the other rolling statistics.

Having access to this functionality (as in pandas ewm) would be useful because exponentially weighted stats have less lag than simple moving or expanding windows.

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