Calculating Exponential Moving Average (EMA) of Stock Prices

Python

Calculates the EMA over the previous 20 days for each day in a stock price dataset. The EMA metric is grouped by each stock in the dataset.

 1|  days = 20
 2|  df['ema_20'] = df.groupby(['stock'])['close'].transform(lambda x: x.ewm(span=days,
 3|                                                                          min_periods=0,
 4|                                                                          adjust=False,
 5|                                                                          ignore_na=True).mean())
Greg He
Trading | Finance | Ema
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