This is the Gist for Day 2 of the Intermediate Python for Finance Training in London, 29. November 2017
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def add_alma(df): | |
alma = pd.DataFrame(columns=["ALMA"]) | |
close = df["close"] | |
size = len(close) | |
def ALMA(data, sigma=6, offset=0.90, size=40): | |
""" | |
Arnaud Legoux Moving Average | |
:param data: data array |
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Workshop
Dr. Yves J. Hilpisch | The Python Quants GmbH | @dyjh
House of Finance, Goethe University, 23. June 2018
(short link to this Gist: http://bit.ly/ffm_workshop)