FMZ Quantfmzquant.hashnode.devยทJun 12, 2024A Powerful Tool for Programmatic Traders: Incremental Update Algorithm for Calculating Mean and VarianceIntroduction In programmatic trading, it is often necessary to calculate averages and variances, such as calculating moving averages and volatility indicators. When we need high-frequency and long-term calculations, it's necessary to retain historica...algorithmsAdd a thoughtful commentNo comments yetBe the first to start the conversation.
