3 ms·
I'd go further and suggest using changes in the logs of the price over time.
by eigenvalue 8y ago
I'd go further and suggest using changes in the logs of the price over time.
- darawk 8y agoMy understanding is that using the first difference of the log is just an approximation of % change that is in common usage primarily because it was computationally faster and because it's closed form is smooth. I could be wrong though. Is there some advantage to doing that that i'm unaware of?