screamer.js
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    Function EwSpread

    • x - EwBeta(x,y) * y - EW hedge-adjusted residual.

      Parameters

      • com: number = NaN

        Center of mass (alpha = 1 / (1 + com)). Exclusive with span/halflife/alpha.

      • span: number = NaN

        Span (alpha = 2 / (span + 1)). Default smoothing parameter. Exclusive with com/halflife/alpha.

      • halflife: number = NaN

        Halflife (alpha = 1 - 0.5^(1/halflife)). Exclusive with com/span/alpha.

      • alpha: number = NaN

        Smoothing parameter directly. Exclusive with com/span/halflife.

      Returns ScreamerOp

      https://screamer.readthedocs.io/en/latest/ for the Python reference and full details.