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Results tagged with finance-mathematics
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user 20281
Financial mathematics, or mathematical finance, is a set of mathematical tools allowing to express use cases on financial markets a way that can (or could) be solved using mathematics.
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What is the difference between a moving average crossover and a moving average of returns?
In Python:
import pandas as pd
# z is a pd.Series of prices
# Moving average crossover
z.ewm(span=24).mean() - z.ewm(span=96).mean()
# Moving average of returns
z.diff().ewm(span=96).mean()
What …
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