D07-F01-A22 · LEVEL 2 GUIDED LAB · SYNTHETIC DATA
Gaussian Moving Average
How does a Gaussian kernel smooth a finite price window? 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
GMA_t = sum exp(-(i-m)^2/(2 sigma^2)) P_(t-n+1+i) / sum weights
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