The objective for this problem set is to use python and programatic data structures to understand the nature of using one-pass and two-pass algorithms for calculating various moving averages.
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This is a python problem set originally written for the ARC winter-session program, "Intro to Quantitative Finance" with the objective of exploring the difference in implementation as well as performance between one-pass and two-pass algorithms. Here we implement algorithms to calculate the SMA (simple moving average) and EMA (exponential moving…
wilsonqin/ARC-moving-averages
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This is a python problem set originally written for the ARC winter-session program, "Intro to Quantitative Finance" with the objective of exploring the difference in implementation as well as performance between one-pass and two-pass algorithms. Here we implement algorithms to calculate the SMA (simple moving average) and EMA (exponential moving…
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