Projecting a Moving Average

WolfieWolf · 2013-05-13T19:10:48-04:00

Fat Tails, You might not say that if you could see what I'm looking at. The predicted values are incredibly close to the historic values. I'm starting to think that this is just a matter of a % variance that I should be able to compensate for manually.... I'll play around with it and let you know how it goes. I think your code is actually better than you think. Thanks again for all your awesome work! /W

May 13th, 2013, 07:10 PM	#31 (permalink)
WolfieWolf Charlottetown, Prince Edward Island Elite Member Experience: Advanced Platform: Ninja Broker: Optimus - Rithmic Trading: GC Posts: 232 since Jul 2010 Thanks Given: 100 Thanks Received: 272	Fat Tails, You might not say that if you could see what I'm looking at. The predicted values are incredibly close to the historic values. I'm starting to think that this is just a matter of a % variance that I should be able to compensate for manually.... I'll play around with it and let you know how it goes. I think your code is actually better than you think. Thanks again for all your awesome work! /W