Does Pandas calculate ewm wrong?
There are several ways to initialize an exponential moving average, so I wouldn’t say pandas is doing it wrong, just different. Here would be a way to calculate it like you want: In [20]: s.head() Out[20]: 0 22.27 1 22.19 2 22.08 3 22.17 4 22.18 Name: Price, dtype: float64 In [21]: span = 10 … Read more