Sheet1(2)
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#NAME?
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lambda
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0.98
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365.00%
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#NAME?
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0.02083333333333
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Yesterday's:
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variance
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0.030%
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return ^ 2
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0.020%
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www.bionicturtle.com
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EWMA
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0.0298%
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Weight 1
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2.00%
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Weight 2
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1.96%
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Weight 3
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1.92%
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Weight 4
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1.88%
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Weight 5
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1.84%
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Weight 6
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1.81%
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Weight 7
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1.77%
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Weight 8
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1.74%
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Weight 9
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1.70%
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Weight 10
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1.67%
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Sheet1
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#NAME?
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lambda
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0.95
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6500.00%
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#NAME?
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0.02083333333333
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Yesterday's:
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variance
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0.030%
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return ^ 2
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0.020%
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www.bionicturtle.com
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EWMA
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0.0295%
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Weight 1
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5.00%
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Weight 2
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4.75%
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Weight 3
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4.51%
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Weight 4
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4.29%
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Weight 5
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4.07%
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Weight 6
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3.87%
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Weight 7
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3.68%
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Weight 8
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3.49%
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Weight 9
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3.32%
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Weight 10
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3.15%
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Sheet1(3)
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lambda
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0.94
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9000.00%
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0.02083333333333
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Yesterday's:
|
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variance
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0.030%
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return ^ 2
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0.020%
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www.bionicturtle.com
|
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EWMA
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0.0294%
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Weight 1
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6.00%
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Weight 2
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5.64%
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Weight 3
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5.30%
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Weight 4
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4.98%
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Weight 5
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4.68%
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Weight 6
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4.40%
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Weight 7
|
4.14%
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Weight 8
|
3.89%
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Weight 9
|
3.66%
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Weight 10
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3.44%
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Sheet2
Sheet3
|