TrailingVolatilityAdjustArray
[this page | pdf]
Function Description
Returns a series, , derived by
applying a trailing volatility adjustment (over the preceding entries)
to an input series, , i.e.:
where is the standard deviation of the
entries
NAVIGATION LINKS
Contents | Prev | Next
Links to:
-
Interactively run function
-
Interactive instructions
-
Example calculation
-
Output type / Parameter details
-
Illustrative spreadsheet
-
Other Statistical functions
-
Computation units used
Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement