volClusters EWMA v1

Sheet1(2)

#NAME?
lambda
0.94
35000.00%
#NAME?
0.02083333333333
Yesterday's:
variance
0.030%
return ^ 2
0.020%
www.bionicturtle.com
EWMA
0.0294%
Weight 1
6.00%
Weight 2
5.64%
Weight 3
5.30%
Weight 4
4.98%
Weight 5
4.68%
Weight 6
4.40%
Weight 7
4.14%
Weight 8
3.89%
Weight 9
3.66%
Weight 10
3.44%
1.21
21.00%
0.81
19.00%
 

Sheet1

#NAME?
lambda
0.97
6500.00%
#NAME?
0.02083333333333
Yesterday's:
variance
0.030%
return ^ 2
0.020%
www.bionicturtle.com
EWMA
0.0297%
Weight 1
3.00%
Weight 2
2.91%
Weight 3
2.82%
Weight 4
2.74%
Weight 5
2.66%
Weight 6
2.58%
Weight 7
2.50%
Weight 8
2.42%
Weight 9
2.35%
Weight 10
2.28%
 

Sheet1(3)

lambda
0.94
9000.00%
0.02083333333333
Yesterday's:
variance
0.030%
return ^ 2
0.020%
www.bionicturtle.com
EWMA
0.0294%
Weight 1
6.00%
Weight 2
5.64%
Weight 3
5.30%
Weight 4
4.98%
Weight 5
4.68%
Weight 6
4.40%
Weight 7
4.14%
Weight 8
3.89%
Weight 9
3.66%
Weight 10
3.44%
 

Sheet2

Sheet3