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InspectorSector
Feature Request: Standard Deviation / $-Volume

I'd like to see a function for standard deviation with one of the selectable time series being Dollar-Volume.

This function would allow a liquidity rule based on standard deviation(s) below the average Dollar-Volume such as the following example:

AvgDailyTot(60) - 2*Stdev(#DollarVol, 60) > 200000
View the feature request here .

Feb 4, 2011 10:59:13 AM