FTB-C000333 / Formula component

Fast Smoothing Constant

Fast Smoothing Constant is the upper-speed smoothing constant derived from KAMA's declared fast period.

Also known asKAMA fast alpha

Intermediate Formula defined 1 linked topicPublished

Definitions

In plain terms

It bounds the adaptive coefficient toward a more responsive update when efficiency is high.

Technical

The period-to-alpha convention, allowed parameter ordering, precision, and effective version must be explicit.

Scope

Fast describes the parameter bound, not guaranteed reaction on every observation.

Formula

Fast SC = 2 / (fast period + 1)
LaTeX: SC_f=\frac{2}{n_f+1}
SymbolMeaningUnit
n_fdeclared fast periodobservations

Output unit: ratio

Examples

  • A governed lesson uses Fast Smoothing Constant only with declared inputs, timing, parameters, and edge-case behavior.

Common misconceptions

  • Fast describes the parameter bound, not guaranteed reaction on every observation.

Concept relationships

Prerequisites

Related

Required by

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D07-F01-A08 Important

Evidence and governance

  1. Kaufman Adaptive Moving Average TA-Lib · first party technical publication

    Supports: preferred label, short definition, technical definition, formula

    Limits: Implementation seeding, readiness, and parameter defaults must be frozen for reproducible parity.

Reviewed by
fintech-builder-batch-006
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.