D07-F01-A21 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Quadratic-Weighted Moving Average
How strongly does quadratic recency weighting favor the newest observations? Walk the evidence clock one stage at a time. This lab teaches the publication contract; it does not simulate returns, platform parity, or trade performance.
Selected expression
QWMA_t = sum((i+1)^2 P_(t-n+1+i)) / sum((i+1)^2)
Availability rule
An output at t may use only finite, basis-consistent observations available through t; chart alignment never moves the information clock backward.
calculated · step 1 of 7