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Trading Terms

Moving Window

A time series is a sequence of data points collected at regular intervals over a period of time. It is often used in finance to analyze trends and make predictions. When we take a snapshot of a portion of a time series at a particular moment, we are essentially looking at a small section of the larger data set. This can help us better understand and interpret the overall pattern of the time series. To get a complete picture, we can move the window along the time series at a constant rate, allowing us to see how the data changes over time.
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