Hi,
Can anyone please tell me how to normalize returns in RATS. I am not able to find command for that.
Normalizing returns
Re: Normalizing returns
Could you be more specific? There are at least a half-dozen ways to do that.
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rachitgupta
- Posts: 2
- Joined: Mon May 04, 2015 9:59 pm
Re: Normalizing returns
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.
Specifically I want for a variable R to get the Z transform as in : Z=(R-Mean)/stdev.
Re: Normalizing returns
What you're looking for is diff(standardize).