The Moving Average in the Financial Sector

Figure 4. Impulse (left), step (middle), and frequency (right) responses for Spencer’s 15-point moving average.

When researching what to include in The Moving Average as a Filter and Variations on the Moving Average, I came across a lot of references to applications in the financial sector. This is not my forte, but, just for fun, I gave a few of the moving averages that are used there the same treatment as the filters in…

Submitted on 29 February 2016