Exponential Moving Average with Irregular Intervals | DeFi

How to compute the exponential moving average with irregular intervals

0:00 - Regular intervals 1:11 - Irregular intervals 6:00 - How to pick alpha 13:05 - Path independent decay rate 16:59 - Summary

Review of EMA with regular intervals https://youtu.be/kdWxpO1ns-4

Notes https://github.com/stakewithus/notes

Code https://github.com/stakewithus/notes/blob/main/notebook/ema.ipynb

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Remix https://remix.ethereum.org

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