I would like to get the z-score of a set of return series. I do not want to use the set command because I have 300 series and I want to be able to use the dofor loop.
Specifically I want for a variable R to get the Z transform as in : Z=(R-Mean)/stdev.
Search found 2 matches
- Wed May 06, 2015 1:31 pm
- Forum: Help With Programming
- Topic: Normalizing returns
- Replies: 3
- Views: 6059
- Tue May 05, 2015 12:12 pm
- Forum: Help With Programming
- Topic: Normalizing returns
- Replies: 3
- Views: 6059
Normalizing returns
Hi,
Can anyone please tell me how to normalize returns in RATS. I am not able to find command for that.
Can anyone please tell me how to normalize returns in RATS. I am not able to find command for that.