Hi David,
one quick question regarding the calculation of StDev for the EWMA model. While I was watching your youtube video:
I noticed that your formula to calculate the simple StDev only sums squared returns. Why is the mean not subtracted from the daily returns before squaring them?
Thx in advance!
Kind regards
Markus
one quick question regarding the calculation of StDev for the EWMA model. While I was watching your youtube video:
Thx in advance!
Kind regards
Markus