fotchstecker
304 posts
msg #147348
- Ignore fotchstecker
modified |
4/13/2019 11:21:09 AM
I'm trying to compare current historical vol to a past historical vol of the same length, like:
"compare current HV100 to the 'HV100 150 days ago'"
but my formula isn't working. is it not possible to use "days ago" in a set? If not, what's the right way to do the following? Thank you.
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set{hv100, historical volatility(100}
set{hv100100, historical volatility(100) 100 days ago}
set{hv%, hv100/hv100100}
and HV% > 0
and add column historical volatility(100) {hv100}
and add column historical volatility(100) 100 days ago {hv100100}
and add column hv%
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Cheese
1,374 posts
msg #147349
- Ignore Cheese |
4/13/2019 11:45:23 AM
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fotchstecker
304 posts
msg #147365
- Ignore fotchstecker |
4/13/2019 6:49:00 PM
Hello, Cheese! Many kind regards. And GLTY, too. Your help much appreciated.
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Cheese
1,374 posts
msg #147368
- Ignore Cheese
modified |
4/13/2019 10:20:53 PM
You're welcome
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