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How to calculate standard deviation quickly manually? You want to calculate today msft 30 d stdev with today msft price 26.21. Yestersday 30 d stdev is 16 and 30 d ago the stdev is 21. Any equation to substitute these figures to get today stdev?
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Rank: Advanced Member
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What's wrong with the built in function?
wabbit [:D]
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 5/27/2006(UTC)
Posts: 135
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Nothing wrong but want to know how to calculate stdev quickly without the software
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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I don't believe there is any way to simply look at the current and previous bars data and see the new value for sigma. The shortest method I know of to approximate stdev(c,30): Code:
N:=30;
x:=CLOSE;
x1:=Sum(x,N);
x1:=x1*x1;
x2:=N*Sum(x*x,N);
Sqrt(x2-x1)/N;
but it's still easier to use the built in function. wabbit [:D]
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