exponential moving average

exponential moving average
сокр. EMA бирж., стат. экспоненциальная скользящая средняя (скользящая средняя, вычисленная по рекуррентной формуле специального вида, в которой используются данные по ценам за весь период наблюдения)

Англо-русский экономический словарь.

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Смотреть что такое "exponential moving average" в других словарях:

  • Exponential Moving Average - EMA — A type of moving average that is similar to a simple moving average, except that more weight is given to the latest data. The exponential moving average is also known as exponentially weighted moving average . This type of moving average reacts… …   Investment dictionary

  • Exponential Moving Average —    A weighted moving average that gives more weight to recent price action.    ► See also Moving Average …   Financial and business terms

  • Triple Exponential Moving Average - TEMA — A technical indicator used for smoothing price and other data. It is a composite of a single exponential moving average, a double exponential moving average and a triple exponential moving average. Developed by Patrick Mulloy, the TEMA was first… …   Investment dictionary

  • Double Exponential Moving Average - DEMA — A technical indicator developed by Patrick Mulloy that first appeared in the February, 1994 Technical Analysis of Stocks Commodities. The DEMA is a calculation based on both a single exponential moving average (EMA) and a double EMA. The DEMA is… …   Investment dictionary

  • Moving average — For other uses, see Moving average (disambiguation). In statistics, a moving average, also called rolling average, rolling mean or running average, is a type of finite impulse response filter used to analyze a set of data points by creating a… …   Wikipedia

  • Moving Average Convergence Divergence - MACD — A trend following momentum indicator that shows the relationship between two moving averages of prices. The MACD is calculated by subtracting the 26 day exponential moving average (EMA) from the 12 day EMA. A nine day EMA of the MACD, called the… …   Investment dictionary

  • Linearly Weighted Moving Average — A type of moving average that assigns a higher weighting to recent price data than does the common simple moving average. This average is calculated by taking each of the closing prices over a given time period and multiplying them by its certain …   Investment dictionary

  • Simple Moving Average - SMA — A simple, or arithmetic, moving average that is calculated by adding the closing price of the security for a number of time periods and then dividing this total by the number of time periods. Short term averages respond quickly to changes in the… …   Investment dictionary

  • Displaced Moving Average — A moving average that has been adjusted forward or back in time in order to forecast trends. Displaced moving averages are constructed by taking the moving average and shifting it by a number of intervals, either positive or negative. If the… …   Investment dictionary

  • Exponential smoothing — is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts. The time series data themselves are a sequence of observations. The observed phenomenon may be an essentially random… …   Wikipedia

  • Average True Range — (ATR) is a technical analysis indicator developed by J. Welles Wilder, based on trading ranges smoothed by an N day exponential moving average.The range of a day s trading is simply mbox{high} mbox{low}. The true range extends it to yesterday s… …   Wikipedia

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