Time Series Noise Reduction

QCL Commands for removing or attenuating noise from time series vectors:

• Time Series Vector Noise Reduction

  • Simple Moving Average

  • Exponential Moving Average

  • Triple Exponential Moving Average

  • Limiting outliers

  • Moving Median

  • Packed OHLC bars

  • Attenuating/removing effects of expiry from open interest

  • Various proprietary noise removal commands

   

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