Thanks for pointing this out. I didn’t know there was a way to calculate the exponentially moving average (EMA) using NumPy.

Previously I was using alpha = 0.33 for weighting the current value. When that value is plugged into the formula alpha = 2 / N + 1, it means I was averaging over the past 5 years.

I’ve now decided to average over the past 4 years so the new alpha value is 0.4.

Thanks for pointing this out. I didn’t know there was a way to calculate the exponentially moving average (EMA) using NumPy.

Previously I was using alpha = 0.33 for weighting the current value. When that value is plugged into the formula alpha = 2 / N + 1, it means I was averaging over the past 5 years.

I’ve now decided to average over the past 4 years so the new alpha value is 0.4.