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What I was trying to do with the least amount of "yet another function" was
to plot the volatility of unique indexes. For example, what's the volatility
of the dow 19.
-----Original Message-----
From: Alexander [mailto:alexander@xxxxxxxxxxxxxxxxx]
Sent: Tuesday, February 05, 2002 9:45 AM
To: cwest@xxxxxxxxxxxx; Omegalist
Subject: Re: need some EL help please
When speaking of variables, the typical term is standard deviation. You can
also use the standard deviation functions in TS which provide that. You have
to
scale to time period though if what you want is a standard deviation over
time.
(Stddev * Square root of the time interval if I remember the math. It is
also
in the Volatility function from TS as Jim commented.) Are you really
interested
in the time series analysis that way or just the statistical range of your
variable?
alexander the mathless
--- Jim Bronke <jvbronke@xxxxxxxx> wrote:
> Colin,
>
> The only way to get the answer to this is to look at how Volatility is
> calculated. So if you open it in the editor and trace it back to its'
> origins it is based on TrueHigh(function). This uses Close[1] and High as
> inputs. You can't work around that except to create your own function
called
> VolatilityVar that would have as an input your variable inputs that would
> get passed down.
>
> Good luck,
>
>
> Jim Bronke
> Phoenix, AZ
>
>
>
> ----- Original Message -----
> From: <cwest@xxxxxxxxxxxx>
> To: "Omegalist" <omega-list@xxxxxxxxxx>
> Sent: Tuesday, February 05, 2002 8:50 AM
> Subject: need some EL help please
>
>
> :
> : The following "works"
> :
> : Volatility(Length); or Volatility(Length) of data2;
> :
> : However, if I want to use the same function to find the Volatility of a
> : variable I can't work out the syntax. For example, the following doesn't
> : work.
> :
> : Volatility(Length) of value1; {where value 1 is the Sumlist of data2-10}
> :
> : Thanks in Advance
> : Colin West
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