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  2. Zero lag exponential moving average - Wikipedia

    en.wikipedia.org/wiki/Zero_lag_exponential...

    The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.

  3. Average directional movement index - Wikipedia

    en.wikipedia.org/wiki/Average_directional...

    The ADX combines them and smooths the result with a smoothed moving average. To calculate +DI and -DI, one needs price data consisting of high, low, and closing prices each period (typically each day). One first calculates the directional movement (+DM and -DM): UpMove = today's high − yesterday's high DownMove = yesterday's low − today's low

  4. Kernel smoother - Wikipedia

    en.wikipedia.org/wiki/Kernel_smoother

    The idea of the kernel average smoother is the following. For each data point X 0 , choose a constant distance size λ (kernel radius, or window width for p = 1 dimension), and compute a weighted average for all data points that are closer than λ {\displaystyle \lambda } to X 0 (the closer to X 0 points get higher weights).

  5. Tom Sosnoff: A Q&A with the $600 million man behind Thinkorswim

    www.aol.com/news/2009-11-08-tom-sosnoff-a-qanda...

    Sosnoff, who spent 10 years as an options-market maker at the Chicago Mercantile Exchange, created Thinkorswim in 1999 and sold it this year to TD Ameritrade for more than $600 million. Now ...

  6. Exponential smoothing - Wikipedia

    en.wikipedia.org/wiki/Exponential_smoothing

    Exponential smoothing or exponential moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function. Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time. It is an easily learned ...

  7. Will California homeowners relocate or rebuild? Both are costly

    www.aol.com/california-homeowners-relocate...

    Between 2020 and 2022, insurance companies declined to renew 2.8 million homeowner policies in California, including 531,000 in Los Angeles County, according to data from the California Department ...