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On Feb 16, 9:59pm, MarkBrown@xxxxxxxxxxxxx wrote:
> Subject: Re: Volatility (alternate)
> Gary Funck wrote:
>
> > Why do you and Mark recode StdDev(), rather than use it directly?
> > This looks a lot simpler to me:
> > Value1 = log(c/c[1]);
> > Srvola = 100 * stddev(Value1, recvola);
>
> We recode stddev because its wrong in TS ! "Surprised?" Mark
Not really, but this, I think corrects the problem:
Srvola = stddev(Value1, recvola);
Srvola = SquareRoot((Srvola * Srvola) * recvola / (recvola - 1));
Srvola = 100 * Srvola;
It is probably worth writing a stddevp (population std. dev) function
that computes the std. dev. using an (N-1) divisor.
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| Gary Funck, Intrepid Technology, gary@xxxxxxxxxxxx, (650) 964-8135
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