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Assume the following daily closing for Kuala Lumpur Composite Index (KLCI). Day KLCI 1 1130 2 1250 3 1315 4 1240 5 1310 6 1290
Assume the following daily closing for Kuala Lumpur Composite Index (KLCI).
| Day | KLCI |
| 1 | 1130 |
| 2 | 1250 |
| 3 | 1315 |
| 4 | 1240 |
| 5 | 1310 |
| 6 | 1290 |
| 7 | 1270 |
| 8 | 1265 |
| 9 | 1250 |
| 10 | 1240 |
- Calculate a five days moving average for Days 5 through 10.
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An Introduction To Financial Markets A Quantitative Approach
Authors: Paolo Brandimarte
1st Edition
1118014774, 9781118014776
