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Ebooks / Volatility / Chapter 5 of 8

Volatility: Exponentially Weighted Moving Average (EWMA)

⚠️Risk ManagementAugust 16, 2012 · 1 min read

The EWMA approach to volatility is an improvement over simple volatility because it assigns greater weight to more recent observations (in fact, the weights are proportional).

This video explains the EWMA approach.

This video is developed by David from Bionic Turtle.