V. 8:10 (392-395): SIDEBAR: Calculating the standard deviation of the percentage change in closing prices
Product Description
SIDEBAR: Calculating the standard deviation of the percentage change in closing prices
Calculating the ratio of two sequential prices in Lotus is straightforward. The natural log function is preprogrammed as @In(). The standard deviation of the logs can then be calculated with the @STD() function. Since the denominator in the @STD function is n rather than (n-1), the result should be multiplied by the square root of n/(n-1) and further annualized with the proper A factor.
Calculating the ratio of two sequential prices in Lotus is straightforward. The natural log function is preprogrammed as @In(). The standard deviation of the logs can then be calculated with the @STD() function. Since the denominator in the @STD function is n rather than (n-1), the result should be multiplied by the square root of n/(n-1) and further annualized with the proper A factor.
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