Page 1 of 1
Normalizing returns
Posted: Tue May 05, 2015 12:12 pm
by rachitgupta
Hi,
Can anyone please tell me how to normalize returns in RATS. I am not able to find command for that.
Re: Normalizing returns
Posted: Tue May 05, 2015 12:34 pm
by TomDoan
Could you be more specific? There are at least a half-dozen ways to do that.
Re: Normalizing returns
Posted: Wed May 06, 2015 1:31 pm
by rachitgupta
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.
Re: Normalizing returns
Posted: Wed May 06, 2015 3:06 pm
by TomDoan
What you're looking for is
diff(standardize).