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Flexi  
#1 Posted : Monday, April 11, 2011 3:26:02 AM(UTC)
Flexi

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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?
wabbit  
#2 Posted : Monday, April 11, 2011 4:57:57 PM(UTC)
wabbit

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What's wrong with the built in function? wabbit [:D]
Flexi  
#3 Posted : Tuesday, April 12, 2011 3:45:14 AM(UTC)
Flexi

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Nothing wrong but want to know how to calculate stdev quickly without the software
wabbit  
#4 Posted : Tuesday, April 12, 2011 4:42:13 AM(UTC)
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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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